+19.6%
STM vs AON
-6.9%
+26.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -1.7% |
| 7D | +1.7% | -7.9% | +9.6% | -0.5% |
| 30D | -5.2% | -14.6% | +9.5% | -8.8% |
| 3M | -29.6% | -7.9% | -21.7% | -30.9% |
| 6M | +54.4% | -8.0% | +62.4% | +52.3% |
| YTD | +99.5% | -13.2% | +112.8% | +97.7% |
| 1Y | +100.8% | -16.4% | +117.2% | +100.1% |
| All | +19.6% | -6.9% | +26.4% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling