+254.8%
SPOT vs AON
+144.8%
+110.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -1.6% |
| 7D | -2.9% | -3.2% | +0.4% | -1.6% |
| 30D | +8.3% | -11.9% | +20.2% | +13.6% |
| 3M | +5.1% | -2.9% | +7.9% | +5.9% |
| 6M | -6.5% | -6.8% | +0.4% | -4.3% |
| YTD | -9.0% | -10.1% | +1.1% | -5.7% |
| 1Y | -26.4% | -14.2% | -12.2% | -22.6% |
| 3Y | +240.0% | -3.3% | +243.3% | +238.1% |
| 5Y | +111.7% | +13.6% | +98.1% | +95.6% |
| All | +254.8% | +144.8% | +110.0% | +143.3% |
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