-7.2%
AON vs SPXL
+221.9%
-229.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.9% |
| 7D | -6.3% | -2.5% | -3.8% | -6.1% |
| 30D | -14.1% | -4.2% | -9.9% | -13.8% |
| 3M | -9.5% | +8.1% | -17.6% | -10.3% |
| 6M | -4.0% | +35.6% | -39.6% | -7.5% |
| YTD | -13.8% | +28.8% | -42.6% | -16.6% |
| 1Y | -18.3% | +39.8% | -58.1% | -22.0% |
| 3Y | -7.2% | +221.4% | -228.6% | -26.8% |
| All | -7.2% | +221.9% | -229.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 3y: compounded portfolio wealth divided by compounded SPXL 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…
3y analysis · Full analysis span regression · 6 months rolling