+6,354.3%
SO vs AON
+5,388.5%
+965.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +1.4% | +1.0% | +0.3% | +1.2% |
| 30D | +4.7% | +23.2% | -18.5% | +0.7% |
| 3M | +1.7% | -5.0% | +6.7% | +2.4% |
| 6M | +2.2% | +9.3% | -7.2% | +0.1% |
| YTD | +10.0% | -3.4% | +13.4% | +9.9% |
| 1Y | +6.0% | -2.9% | +8.9% | +5.9% |
| 3Y | +54.1% | +3.6% | +50.5% | +51.2% |
| 5Y | +79.6% | +16.9% | +62.8% | +71.5% |
| 10Y | +195.5% | +234.4% | -38.9% | +136.7% |
| All | +6,354.3% | +5,388.5% | +965.8% | +3,163.6% |
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