+3,728.2%
AON vs SPY
+3,091.8%
+636.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -9.1% | +0.1% | -9.2% | -9.2% |
| 30D | -10.2% | +0.1% | -10.3% | -10.3% |
| 3M | +0.5% | +2.0% | -1.5% | -1.4% |
| 6M | -4.8% | +13.0% | -17.8% | -13.6% |
| YTD | -8.0% | +13.5% | -21.5% | -16.9% |
| 1Y | -13.1% | +20.0% | -33.0% | -24.8% |
| 3Y | -1.3% | +77.2% | -78.5% | -37.2% |
| 5Y | +14.9% | +81.9% | -67.0% | -28.6% |
| 10Y | +214.9% | +314.1% | -99.2% | +5.7% |
| All | +3,728.2% | +3,091.8% | +636.4% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling