+361.4%
AAON vs SPY
+322.5%
+38.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.4% |
| 7D | +0.5% | -0.8% | +1.3% | +1.4% |
| 30D | -6.3% | -1.1% | -5.2% | -5.1% |
| 3M | -37.9% | +3.9% | -41.8% | -40.0% |
| 6M | -12.5% | +13.6% | -26.1% | -22.4% |
| YTD | +5.0% | +12.7% | -7.7% | -5.9% |
| 1Y | -2.8% | +17.5% | -20.3% | -16.1% |
| 3Y | +24.8% | +76.9% | -52.1% | -25.2% |
| 5Y | +88.7% | +83.6% | +5.1% | +8.7% |
| All | +361.4% | +322.5% | +38.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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