+96.5%
STM vs AON
+2.1%
+94.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.4% | -10.5% | -2.3% |
| 7D | -6.0% | +9.4% | -15.5% | +1.7% |
| 30D | -20.9% | +27.0% | -48.0% | -2.1% |
| 3M | -15.8% | -3.1% | -12.6% | -17.4% |
| 6M | -17.0% | +10.0% | -27.0% | -6.0% |
| YTD | +76.8% | -1.6% | +78.4% | +88.7% |
| 1Y | +96.5% | +0.9% | +95.6% | +112.8% |
| All | +96.5% | +2.1% | +94.4% | +112.8% |
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