+7.3%
AON vs SPXS
-86.0%
+93.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -2.1% |
| 7D | -6.3% | +2.5% | -8.8% | -5.9% |
| 30D | -14.1% | +4.2% | -18.3% | -13.4% |
| 3M | -9.5% | -9.3% | -0.2% | -10.9% |
| 6M | -4.0% | -30.7% | +26.7% | -10.1% |
| YTD | -13.8% | -28.1% | +14.3% | -18.5% |
| 1Y | -18.3% | -35.1% | +16.8% | -24.2% |
| 3Y | -7.2% | -79.6% | +72.4% | -30.8% |
| All | +7.3% | -86.0% | +93.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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