+162.3%
SOXL vs AON
+6.4%
+155.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.0% |
| 7D | +3.9% | -6.3% | +10.2% | +7.0% |
| 30D | -14.3% | -14.1% | -0.2% | -8.5% |
| 3M | -45.6% | -9.5% | -36.1% | -47.2% |
| 6M | +117.2% | -4.0% | +121.2% | +89.8% |
| YTD | +189.8% | -13.8% | +203.6% | +173.2% |
| 1Y | +317.7% | -18.3% | +336.0% | +308.6% |
| 3Y | +478.6% | -7.2% | +485.8% | +319.8% |
| All | +162.3% | +6.4% | +155.9% | +32.9% |
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