+3,094.0%
SPY vs AON
+3,775.8%
-681.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | -9.1% | +9.2% | +3.0% |
| 30D | +0.1% | -10.2% | +10.3% | +3.3% |
| 3M | +2.0% | +0.5% | +1.5% | +1.1% |
| 6M | +13.0% | -4.8% | +17.8% | +13.6% |
| YTD | +13.5% | -8.0% | +21.5% | +14.9% |
| 1Y | +20.0% | -13.1% | +33.0% | +23.4% |
| 3Y | +77.2% | -1.3% | +78.5% | +72.7% |
| 5Y | +81.9% | +14.9% | +67.0% | +67.7% |
| 10Y | +314.1% | +214.9% | +99.2% | +174.4% |
| All | +3,094.0% | +3,775.8% | -681.7% | +910.6% |
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