+5.1%
SPGI vs AON
+13.7%
-8.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.1% |
| 7D | -2.5% | -3.2% | +0.7% | -0.9% |
| 30D | +5.4% | -11.9% | +17.3% | +11.9% |
| 3M | +9.0% | -2.9% | +11.9% | +10.0% |
| 6M | +0.8% | -6.8% | +7.6% | +3.6% |
| YTD | -12.6% | -10.1% | -2.5% | -8.8% |
| 1Y | -16.1% | -14.2% | -1.9% | -10.5% |
| 3Y | +19.0% | -3.3% | +22.2% | +17.6% |
| 5Y | +5.1% | +13.6% | -8.5% | -9.1% |
| All | +5.1% | +13.7% | -8.7% | -9.1% |
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