+16.0%
SPGI vs AON
+17.2%
-1.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.4% | -2.4% | +1.0% | -0.2% |
| 30D | +15.3% | +22.8% | -7.5% | +4.0% |
| 3M | +16.5% | -5.3% | +21.9% | +19.1% |
| 6M | +19.8% | +8.4% | +11.5% | +14.3% |
| YTD | -3.2% | -3.9% | +0.7% | -2.6% |
| 1Y | +1.8% | -3.1% | +4.9% | +2.0% |
| 3Y | +30.6% | +3.0% | +27.6% | +24.9% |
| 5Y | +16.0% | +16.7% | -0.7% | +2.0% |
| All | +16.0% | +17.2% | -1.2% | +2.0% |
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