+273.2%
AON vs SPMO
+562.6%
-289.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +1.7% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -13.7% | -0.7% | -13.0% | -13.6% |
| 3M | -8.3% | +2.8% | -11.1% | -11.0% |
| 6M | -3.6% | +24.4% | -28.1% | -15.6% |
| YTD | -12.4% | +24.2% | -36.5% | -23.4% |
| 1Y | -14.6% | +24.5% | -39.1% | -25.7% |
| 3Y | -5.7% | +155.6% | -161.3% | -46.9% |
| 5Y | +9.1% | +148.2% | -139.0% | -37.7% |
| 10Y | +208.7% | +514.8% | -306.1% | +25.8% |
| All | +273.2% | +562.6% | -289.4% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling