-18.3%
AON vs SPYG
+17.9%
-36.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.4% |
| 7D | -6.3% | -0.9% | -5.4% | -6.6% |
| 30D | -14.1% | -1.5% | -12.6% | -14.5% |
| 3M | -9.5% | +3.7% | -13.2% | -8.1% |
| 6M | -4.0% | +16.4% | -20.4% | -0.7% |
| YTD | -13.8% | +13.3% | -27.1% | -11.5% |
| 1Y | -18.3% | +17.9% | -36.2% | -15.1% |
| All | -18.3% | +17.9% | -36.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling