+9.1%
AON vs SPY
+79.8%
-70.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -5.9% | -2.0% | -3.9% | -4.9% |
| 30D | -13.7% | -1.7% | -12.0% | -12.9% |
| 3M | -8.3% | +4.7% | -13.0% | -10.8% |
| 6M | -3.6% | +12.5% | -16.1% | -10.4% |
| YTD | -12.4% | +11.7% | -24.1% | -18.3% |
| 1Y | -14.6% | +17.5% | -32.1% | -23.1% |
| 3Y | -5.7% | +76.6% | -82.3% | -37.6% |
| 5Y | +9.1% | +82.0% | -72.9% | -31.6% |
| All | +9.1% | +79.8% | -70.6% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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