+55.9%
SOXL vs AON
+2.1%
+53.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.4% | -13.2% | +0.5% |
| 7D | -37.9% | +9.4% | -47.3% | -23.5% |
| 30D | -59.4% | +27.0% | -86.4% | -29.8% |
| 3M | -52.3% | -3.1% | -49.2% | -52.7% |
| 6M | -47.7% | +10.0% | -57.7% | -21.1% |
| YTD | +58.8% | -1.6% | +60.3% | +103.5% |
| 1Y | +55.9% | +0.9% | +55.0% | +117.4% |
| All | +55.9% | +2.1% | +53.8% | +117.4% |
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