+13,845.6%
SPGI vs AON
+5,128.2%
+8,717.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +0.1% | -9.1% | +9.2% | +3.3% |
| 30D | +8.4% | -10.2% | +18.7% | +12.3% |
| 3M | +11.8% | +0.5% | +11.3% | +11.4% |
| 6M | +5.7% | -4.8% | +10.5% | +7.2% |
| YTD | -9.7% | -8.0% | -1.7% | -7.6% |
| 1Y | -12.5% | -13.1% | +0.6% | -8.8% |
| 3Y | +21.8% | -1.3% | +23.1% | +20.5% |
| 5Y | +8.2% | +14.9% | -6.7% | +1.5% |
| 10Y | +309.5% | +214.9% | +94.6% | +180.5% |
| All | +13,845.6% | +5,128.2% | +8,717.4% | +4,574.0% |
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 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