+655.9%
STM vs AON
+204.8%
+451.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.2% |
| 7D | -1.4% | -6.3% | +4.9% | +1.3% |
| 30D | -4.9% | -14.1% | +9.2% | +0.8% |
| 3M | -34.0% | -9.5% | -24.5% | -32.8% |
| 6M | +51.8% | -4.0% | +55.8% | +47.9% |
| YTD | +99.4% | -13.8% | +113.2% | +102.8% |
| 1Y | +99.1% | -18.3% | +117.4% | +107.7% |
| 3Y | +19.5% | -7.2% | +26.7% | +11.0% |
| 5Y | +19.5% | +7.3% | +12.1% | -1.0% |
| All | +655.9% | +204.8% | +451.1% | +190.5% |
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