+14,791.5%
SPGI vs AON
+5,388.5%
+9,403.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | +15.9% | +23.2% | -7.3% | +7.9% |
| 3M | +12.3% | -5.0% | +17.3% | +14.0% |
| 6M | +23.7% | +9.3% | +14.4% | +19.6% |
| YTD | -3.5% | -3.4% | -0.1% | -3.1% |
| 1Y | +0.4% | -2.9% | +3.3% | +0.7% |
| 3Y | +29.9% | +3.6% | +26.2% | +26.2% |
| 5Y | +15.2% | +16.9% | -1.7% | +7.4% |
| 10Y | +337.2% | +234.4% | +102.8% | +193.3% |
| All | +14,791.5% | +5,388.5% | +9,403.0% | +4,804.3% |
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