+318.0%
SPYM vs AON
+204.8%
+113.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | -0.8% | -6.3% | +5.5% | +1.7% |
| 30D | -1.1% | -14.1% | +13.0% | +4.5% |
| 3M | +3.9% | -9.5% | +13.4% | +6.9% |
| 6M | +13.6% | -4.0% | +17.6% | +13.5% |
| YTD | +12.7% | -13.8% | +26.5% | +17.3% |
| 1Y | +17.6% | -18.3% | +35.9% | +24.9% |
| 3Y | +77.2% | -7.2% | +84.4% | +74.2% |
| 5Y | +84.1% | +7.3% | +76.8% | +65.8% |
| All | +318.0% | +204.8% | +113.3% | +132.5% |
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