+22.5%
STM vs AON
+13.7%
+8.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.2% |
| 7D | +5.2% | -3.2% | +8.4% | +5.7% |
| 30D | -7.4% | -11.9% | +4.5% | -5.7% |
| 3M | -30.6% | -2.9% | -27.8% | -31.5% |
| 6M | +66.4% | -6.8% | +73.2% | +65.6% |
| YTD | +101.1% | -10.1% | +111.2% | +101.5% |
| 1Y | +97.4% | -14.2% | +111.6% | +101.5% |
| 3Y | +21.1% | -3.3% | +24.4% | +12.4% |
| 5Y | +22.5% | +13.6% | +8.9% | -5.0% |
| All | +22.5% | +13.7% | +8.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling