+15.4%
SOFI vs AON
+6.4%
+9.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | -4.9% | -6.3% | +1.4% | -2.3% |
| 30D | -3.5% | -14.1% | +10.6% | +2.6% |
| 3M | +3.9% | -9.5% | +13.4% | +6.9% |
| 6M | -6.5% | -4.0% | -2.5% | -7.0% |
| YTD | -33.8% | -13.8% | -20.0% | -31.0% |
| 1Y | -33.3% | -18.3% | -15.0% | -28.5% |
| 3Y | +94.6% | -7.2% | +101.8% | +88.7% |
| All | +15.4% | +6.4% | +9.0% | -14.5% |
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