+41.1%
SOFI vs AON
+52.1%
-11.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -7.0% | -5.9% | -1.1% | -5.2% |
| 30D | -4.3% | -13.7% | +9.4% | 0.0% |
| 3M | +8.4% | -8.3% | +16.7% | +10.4% |
| 6M | -5.9% | -3.6% | -2.3% | -6.2% |
| YTD | -34.3% | -12.4% | -21.9% | -32.5% |
| 1Y | -32.6% | -14.6% | -17.9% | -30.2% |
| 3Y | +101.3% | -5.7% | +107.0% | +97.7% |
| 5Y | +12.6% | +9.1% | +3.4% | -0.3% |
| All | +41.1% | +52.1% | -11.1% | +70.2% |
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