+78.7%
SO vs AON
+17.1%
+61.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +1.4% | +1.0% | +0.3% | +1.1% |
| 30D | +4.7% | +23.2% | -18.5% | -0.8% |
| 3M | +1.7% | -5.0% | +6.7% | +2.7% |
| 6M | +2.2% | +9.3% | -7.2% | -0.8% |
| YTD | +10.0% | -3.4% | +13.4% | +10.0% |
| 1Y | +6.0% | -2.9% | +8.9% | +5.8% |
| 3Y | +54.1% | +3.6% | +50.5% | +49.8% |
| All | +78.7% | +17.1% | +61.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling