+2,550.6%
SOXX vs AON
+1,157.1%
+1,393.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +2.6% |
| 7D | +1.4% | -6.3% | +7.7% | +4.1% |
| 30D | -3.6% | -14.1% | +10.5% | +2.2% |
| 3M | -10.2% | -9.5% | -0.7% | -8.3% |
| 6M | +54.2% | -4.0% | +58.3% | +51.7% |
| YTD | +75.2% | -13.8% | +89.0% | +79.3% |
| 1Y | +107.5% | -18.3% | +125.8% | +116.4% |
| 3Y | +226.8% | -7.2% | +234.0% | +213.0% |
| 5Y | +251.2% | +7.3% | +243.9% | +212.6% |
| 10Y | +1,567.6% | +203.6% | +1,364.0% | +798.3% |
| All | +2,550.6% | +1,157.1% | +1,393.5% | +741.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling