+112.1%
SOXL vs AON
-6.9%
+119.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.0% | -9.0% | -5.5% |
| 7D | +8.5% | -5.9% | +14.3% | -6.5% |
| 30D | -13.0% | -13.7% | +0.7% | -40.8% |
| 3M | -35.9% | -8.3% | -27.6% | -36.1% |
| 6M | +112.1% | -3.6% | +115.7% | +145.9% |
| All | +112.1% | -6.9% | +119.0% | +145.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling