+7.3%
AON vs SPMO
+149.5%
-142.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -6.3% | -0.9% | -5.4% | -6.1% |
| 30D | -14.1% | -1.9% | -12.2% | -13.8% |
| 3M | -9.5% | -1.4% | -8.1% | -10.1% |
| 6M | -4.0% | +25.5% | -29.5% | -14.1% |
| YTD | -13.8% | +24.8% | -38.6% | -22.9% |
| 1Y | -18.3% | +24.5% | -42.8% | -27.0% |
| 3Y | -7.2% | +157.1% | -164.3% | -49.1% |
| All | +7.3% | +149.5% | -142.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling