-2.8%
AAON vs SPY
+18.1%
-21.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +2.5% |
| 7D | +0.5% | -0.8% | +1.3% | +2.2% |
| 30D | -6.3% | -1.1% | -5.2% | -4.0% |
| 3M | -37.9% | +3.9% | -41.8% | -42.2% |
| 6M | -12.5% | +13.6% | -26.1% | -30.7% |
| YTD | +5.0% | +12.7% | -7.7% | -15.8% |
| 1Y | -2.8% | +17.5% | -20.3% | -32.0% |
| All | -2.8% | +18.1% | -21.0% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling