+19.6%
SW vs AON
-1.3%
+20.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -5.1% | -9.1% | +4.0% | -3.2% |
| 30D | -4.6% | -10.2% | +5.7% | -2.5% |
| 3M | +9.4% | +0.5% | +8.9% | +9.3% |
| 6M | +3.5% | -4.8% | +8.3% | +4.7% |
| YTD | +22.0% | -8.0% | +30.0% | +24.4% |
| 1Y | +2.2% | -13.1% | +15.3% | +5.6% |
| All | +19.6% | -1.3% | +20.9% | +16.1% |
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 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