+113.9%
SOXX vs AON
-13.5%
+127.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +2.7% |
| 7D | +2.2% | -9.1% | +11.3% | -4.1% |
| 30D | -2.0% | -10.2% | +8.2% | -8.9% |
| 3M | -13.7% | +0.5% | -14.2% | -11.6% |
| 6M | +52.4% | -4.8% | +57.2% | +53.6% |
| YTD | +72.8% | -8.0% | +80.8% | +71.3% |
| 1Y | +113.9% | -13.1% | +127.0% | +111.0% |
| All | +113.9% | -13.5% | +127.4% | +111.0% |
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