-100.0%
AEON vs SPY
+106.2%
-206.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +25.5% | -0.6% | +26.1% | +25.8% |
| 7D | +13.7% | -2.0% | +15.7% | +14.7% |
| 30D | +6.2% | -1.7% | +7.9% | +7.0% |
| 3M | -59.2% | +4.7% | -63.9% | -59.9% |
| 6M | -74.8% | +12.5% | -87.3% | -76.0% |
| YTD | -73.6% | +11.7% | -85.4% | -74.8% |
| 1Y | -60.8% | +17.5% | -78.2% | -63.5% |
| 3Y | -99.9% | +76.6% | -176.5% | -99.9% |
| All | -100.0% | +106.2% | -206.2% | -100.0% |
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 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