+82.0%
SPY vs AON
+9.0%
+73.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.0% | -5.9% | +3.9% | -0.3% |
| 30D | -1.7% | -13.7% | +12.0% | +2.3% |
| 3M | +4.7% | -8.3% | +13.0% | +6.6% |
| 6M | +12.5% | -3.6% | +16.1% | +12.2% |
| YTD | +11.7% | -12.4% | +24.1% | +14.8% |
| 1Y | +17.5% | -14.6% | +32.1% | +21.7% |
| 3Y | +76.6% | -5.7% | +82.3% | +73.3% |
| 5Y | +82.0% | +9.1% | +72.9% | +57.8% |
| All | +82.0% | +9.0% | +73.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling