+307.8%
SPY vs AON
+233.0%
+74.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.9% |
| 7D | +2.6% | +1.0% | +1.5% | +2.2% |
| 30D | -2.0% | +23.2% | -25.2% | -9.6% |
| 3M | -2.8% | -5.0% | +2.2% | -1.5% |
| 6M | +2.1% | +9.3% | -7.2% | -2.9% |
| YTD | +11.5% | -3.4% | +14.9% | +10.7% |
| 1Y | +13.5% | -2.9% | +16.3% | +12.3% |
| 3Y | +77.7% | +3.6% | +74.1% | +67.2% |
| 5Y | +72.6% | +16.9% | +55.7% | +50.8% |
| All | +307.8% | +233.0% | +74.9% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling