+37.5%
AON vs VSXY
+37.7%
-0.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -3.4% |
| 7D | -7.9% | -10.7% | +2.8% | -7.5% |
| 30D | -14.6% | -24.3% | +9.6% | -13.7% |
| 3M | -7.9% | +1.0% | -8.9% | -8.1% |
| 6M | -8.0% | +57.4% | -65.4% | -10.7% |
| YTD | -13.2% | +39.8% | -53.0% | -15.4% |
| 1Y | -16.4% | +196.5% | -212.9% | -22.2% |
| 3Y | -6.7% | +357.2% | -363.9% | -19.5% |
| 5Y | +8.0% | +18.9% | -10.9% | +3.3% |
| All | +37.5% | +37.7% | -0.1% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling