+463.1%
STM vs AON
+226.6%
+236.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -2.4% | +3.8% | +2.3% |
| 30D | -8.4% | +22.8% | -31.2% | -15.9% |
| 3M | -15.8% | -5.3% | -10.5% | -14.8% |
| 6M | -22.8% | +8.4% | -31.2% | -28.4% |
| YTD | +79.4% | -3.9% | +83.3% | +73.4% |
| 1Y | +97.0% | -3.1% | +100.1% | +89.2% |
| 3Y | +14.2% | +3.0% | +11.2% | +1.4% |
| 5Y | -4.5% | +16.7% | -21.1% | -23.1% |
| 10Y | +463.1% | +232.6% | +230.4% | +131.3% |
| All | +463.1% | +226.6% | +236.5% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling