+27.8%
AON vs SOXQ
+279.9%
-252.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | -5.9% | +2.3% | -8.2% | -6.0% |
| 30D | -13.7% | -3.9% | -9.8% | -13.5% |
| 3M | -8.3% | -4.7% | -3.6% | -8.7% |
| 6M | -3.6% | +47.9% | -51.5% | -9.8% |
| YTD | -12.4% | +64.3% | -76.7% | -19.4% |
| 1Y | -14.6% | +95.7% | -110.4% | -24.2% |
| 3Y | -5.7% | +231.5% | -237.2% | -28.7% |
| 5Y | +9.1% | +255.0% | -245.8% | -22.1% |
| All | +27.8% | +279.9% | -252.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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