+167.6%
SYK vs AON
+209.9%
-42.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -12.3% | -5.9% | -6.5% | -9.5% |
| 30D | -22.4% | -13.7% | -8.8% | -16.6% |
| 3M | -12.3% | -8.3% | -4.1% | -8.6% |
| 6M | -24.3% | -3.6% | -20.7% | -23.4% |
| YTD | -22.8% | -12.4% | -10.4% | -18.3% |
| 1Y | -28.8% | -14.6% | -14.1% | -23.9% |
| 3Y | -4.0% | -5.7% | +1.7% | -5.2% |
| 5Y | +3.8% | +9.1% | -5.3% | -7.7% |
| All | +167.6% | +209.9% | -42.3% | +25.4% |
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