+182.7%
SW vs AON
+234.0%
-51.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.3% |
| 7D | +2.3% | +4.4% | -2.0% | +1.3% |
| 30D | +6.8% | +24.1% | -17.3% | +1.4% |
| 3M | -5.2% | -7.0% | +1.8% | -3.8% |
| 6M | +7.4% | +9.1% | -1.7% | +4.8% |
| YTD | +17.4% | -4.4% | +21.8% | +17.8% |
| 1Y | +27.1% | -0.8% | +27.9% | +26.3% |
| 3Y | +47.9% | +5.1% | +42.7% | +44.1% |
| 5Y | -2.6% | +20.4% | -23.0% | -9.0% |
| All | +182.7% | +234.0% | -51.3% | +120.1% |
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