+102.0%
STM vs AON
-16.1%
+118.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -3.7% |
| 7D | +1.7% | -7.9% | +9.6% | -5.1% |
| 30D | -5.2% | -14.6% | +9.5% | -16.8% |
| 3M | -29.6% | -7.9% | -21.7% | -32.3% |
| 6M | +54.4% | -8.0% | +62.4% | +50.3% |
| YTD | +99.5% | -13.2% | +112.8% | +90.1% |
| All | +102.0% | -16.1% | +118.1% | +87.2% |
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