+2,285.7%
STM vs AON
+3,718.5%
-1,432.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +5.8% | -9.1% | +14.9% | +9.6% |
| 30D | -1.0% | -10.2% | +9.2% | +3.0% |
| 3M | -33.3% | +0.5% | -33.8% | -34.9% |
| 6M | +57.4% | -4.8% | +62.2% | +55.5% |
| YTD | +102.2% | -8.0% | +110.2% | +100.5% |
| 1Y | +99.6% | -13.1% | +112.7% | +102.0% |
| 3Y | +14.5% | -1.3% | +15.8% | +7.1% |
| 5Y | +21.4% | +14.9% | +6.5% | +5.9% |
| 10Y | +695.0% | +214.9% | +480.1% | +348.0% |
| All | +2,285.7% | +3,718.5% | -1,432.8% | +476.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling