+3.8%
AON vs BOXX
+18.5%
-14.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -14.1% | +0.3% | -14.4% | -14.6% |
| 3M | -9.5% | +1.0% | -10.5% | -11.3% |
| 6M | -4.0% | +1.9% | -5.9% | -7.4% |
| YTD | -13.8% | +2.7% | -16.5% | -17.9% |
| 1Y | -18.3% | +4.0% | -22.3% | -24.4% |
| 3Y | -7.2% | +14.7% | -21.8% | -24.6% |
| All | +3.8% | +18.5% | -14.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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