-78.0%
AEON vs SPY
+14.6%
-92.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.3% |
| 7D | -20.8% | -0.7% | -20.1% | -20.5% |
| 30D | -22.6% | -1.0% | -21.6% | -22.1% |
| 3M | -29.4% | -0.3% | -29.1% | -29.2% |
| 6M | -78.0% | +7.3% | -85.3% | -78.5% |
| YTD | -81.0% | +13.3% | -94.3% | -81.5% |
| 1Y | -78.0% | +14.8% | -92.8% | -79.3% |
| All | -78.0% | +14.6% | -92.6% | -79.3% |
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