+99.6%
STM vs AON
-13.5%
+113.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +0.9% |
| 7D | +5.8% | -9.1% | +14.9% | -2.2% |
| 30D | -1.0% | -10.2% | +9.2% | -9.5% |
| 3M | -33.3% | +0.5% | -33.8% | -31.1% |
| 6M | +57.4% | -4.8% | +62.2% | +58.3% |
| YTD | +102.2% | -8.0% | +110.2% | +102.4% |
| 1Y | +99.6% | -13.1% | +112.7% | +93.4% |
| All | +99.6% | -13.5% | +113.1% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling