+327.2%
SMH vs AON
+6.4%
+320.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.8% |
| 7D | +0.3% | -6.3% | +6.6% | +1.4% |
| 30D | -2.8% | -14.1% | +11.3% | -0.3% |
| 3M | -6.7% | -9.5% | +2.8% | -6.1% |
| 6M | +41.8% | -4.0% | +45.8% | +39.2% |
| YTD | +57.9% | -13.8% | +71.7% | +60.2% |
| 1Y | +87.6% | -18.3% | +105.9% | +94.2% |
| 3Y | +282.9% | -7.2% | +290.1% | +263.6% |
| All | +327.2% | +6.4% | +320.8% | +239.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling