+43.4%
SMH vs AON
+2.1%
+41.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -0.1% |
| 7D | -11.2% | +9.4% | -20.6% | -6.0% |
| 30D | -20.4% | +27.0% | -47.5% | -7.6% |
| 3M | -12.4% | -3.1% | -9.3% | -13.2% |
| 6M | -0.5% | +10.0% | -10.5% | +7.7% |
| YTD | +40.0% | -1.6% | +41.6% | +43.7% |
| 1Y | +43.4% | +0.9% | +42.5% | +50.8% |
| All | +43.4% | +2.1% | +41.3% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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