+755.0%
SW vs AON
+711.3%
+43.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -5.1% | -9.1% | +4.0% | -3.7% |
| 30D | -4.6% | -10.2% | +5.7% | -3.0% |
| 3M | +9.4% | +0.5% | +8.9% | +9.2% |
| 6M | +3.5% | -4.8% | +8.3% | +4.1% |
| YTD | +22.0% | -8.0% | +30.0% | +23.2% |
| 1Y | +2.2% | -13.1% | +15.3% | +4.1% |
| 3Y | +19.6% | -1.3% | +20.9% | +18.9% |
| 5Y | -2.3% | +14.9% | -17.3% | -5.6% |
| 10Y | +181.4% | +214.9% | -33.5% | +140.9% |
| All | +755.0% | +711.3% | +43.7% | +617.7% |
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