+202.6%
AON vs EXEL
+386.3%
-183.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.2% |
| 7D | -5.9% | -2.9% | -3.0% | -5.6% |
| 30D | -13.7% | +11.9% | -25.5% | -14.6% |
| 3M | -8.3% | +9.2% | -17.5% | -9.1% |
| 6M | -3.6% | +39.1% | -42.7% | -6.8% |
| YTD | -12.4% | +31.0% | -43.4% | -14.9% |
| 1Y | -14.6% | +52.3% | -67.0% | -18.5% |
| 3Y | -5.7% | +159.7% | -165.5% | -15.5% |
| 5Y | +9.1% | +187.7% | -178.6% | -3.9% |
| All | +202.6% | +386.3% | -183.6% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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