+86,402.1%
AAON vs SPY
+3,034.0%
+83,368.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +40.3% | +2.6% | +37.7% | +37.1% |
| 30D | -0.3% | -2.0% | +1.6% | +1.7% |
| 3M | -8.3% | -2.8% | -5.6% | -5.6% |
| 6M | -40.6% | +2.1% | -42.7% | -41.1% |
| YTD | +5.6% | +11.5% | -5.9% | -2.9% |
| 1Y | -15.3% | +13.5% | -28.8% | -23.2% |
| 3Y | +37.7% | +77.7% | -40.0% | -14.5% |
| 5Y | +59.3% | +72.6% | -13.3% | +1.3% |
| 10Y | +297.6% | +308.2% | -10.6% | +17.7% |
| All | +86,402.1% | +3,034.0% | +83,368.1% | +6,901.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling