-7.2%
AON vs EXEL
+154.7%
-161.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | -6.3% | -4.9% | -1.4% | -6.0% |
| 30D | -14.1% | +11.4% | -25.5% | -14.8% |
| 3M | -9.5% | +4.9% | -14.4% | -9.9% |
| 6M | -4.0% | +34.4% | -38.4% | -6.3% |
| YTD | -13.8% | +28.0% | -41.8% | -15.6% |
| 1Y | -18.3% | +43.6% | -61.9% | -21.0% |
| 3Y | -7.2% | +155.2% | -162.4% | -15.1% |
| All | -7.2% | +154.7% | -161.9% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling