+282.6%
SPGI vs AON
+209.9%
+72.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.5% |
| 7D | -8.9% | -5.9% | -3.0% | -5.8% |
| 30D | +0.6% | -13.7% | +14.3% | +8.8% |
| 3M | +2.0% | -8.3% | +10.3% | +6.4% |
| 6M | +0.1% | -3.6% | +3.7% | +1.3% |
| YTD | -16.4% | -12.4% | -4.1% | -11.2% |
| 1Y | -18.9% | -14.6% | -4.3% | -12.7% |
| 3Y | +13.8% | -5.7% | +19.5% | +13.2% |
| 5Y | +0.5% | +9.1% | -8.6% | -9.9% |
| All | +282.6% | +209.9% | +72.7% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling