+226.8%
SOXX vs AON
-7.5%
+234.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +1.5% |
| 7D | +1.4% | -6.3% | +7.7% | 0.0% |
| 30D | -3.6% | -14.1% | +10.5% | -6.6% |
| 3M | -10.2% | -9.5% | -0.7% | -11.7% |
| 6M | +54.2% | -4.0% | +58.3% | +52.1% |
| YTD | +75.2% | -13.8% | +89.0% | +73.5% |
| 1Y | +107.5% | -18.3% | +125.8% | +107.2% |
| 3Y | +226.8% | -7.2% | +234.0% | +225.4% |
| All | +226.8% | -7.5% | +234.2% | +225.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling