+5,976.4%
SO vs AON
+5,128.2%
+848.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.2% | -9.1% | +8.9% | +1.5% |
| 30D | -4.6% | -10.2% | +5.7% | -2.8% |
| 3M | -3.0% | +0.5% | -3.5% | -3.3% |
| 6M | -8.3% | -4.8% | -3.4% | -7.8% |
| YTD | +3.5% | -8.0% | +11.5% | +4.5% |
| 1Y | -0.9% | -13.1% | +12.1% | +1.0% |
| 3Y | +45.4% | -1.3% | +46.6% | +44.1% |
| 5Y | +59.6% | +14.9% | +44.7% | +53.0% |
| 10Y | +156.6% | +214.9% | -58.3% | +107.9% |
| All | +5,976.4% | +5,128.2% | +848.2% | +3,004.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling