-7.2%
AON vs VSXY
+352.7%
-359.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.7% | -1.7% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -14.1% | -18.7% | +4.6% | -14.0% |
| 3M | -9.5% | -4.0% | -5.5% | -9.4% |
| 6M | -4.0% | +67.5% | -71.5% | -4.7% |
| YTD | -13.8% | +39.7% | -53.5% | -14.2% |
| 1Y | -18.3% | +180.0% | -198.3% | -19.4% |
| 3Y | -7.2% | +337.3% | -344.5% | -8.4% |
| All | -7.2% | +352.7% | -359.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling