+1,021.0%
AON vs SPYG
+553.6%
+467.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.5% |
| 7D | -5.9% | -1.8% | -4.1% | -4.9% |
| 30D | -13.7% | -1.9% | -11.7% | -12.8% |
| 3M | -8.3% | +5.2% | -13.4% | -11.3% |
| 6M | -3.6% | +15.6% | -19.2% | -12.1% |
| YTD | -12.4% | +12.4% | -24.8% | -19.1% |
| 1Y | -14.6% | +17.5% | -32.1% | -23.4% |
| 3Y | -5.7% | +98.1% | -103.8% | -39.0% |
| 5Y | +9.1% | +84.9% | -75.8% | -27.4% |
| 10Y | +208.7% | +417.7% | -209.0% | +12.7% |
| All | +1,021.0% | +553.6% | +467.4% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling