+1,751.0%
AON vs EXEL
+264.7%
+1,486.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.3% |
| 30D | -11.9% | +6.7% | -18.5% | -12.4% |
| 3M | -2.9% | +11.5% | -14.3% | -3.8% |
| 6M | -6.8% | +38.8% | -45.6% | -9.6% |
| YTD | -10.1% | +31.6% | -41.6% | -12.5% |
| 1Y | -14.2% | +53.0% | -67.2% | -17.8% |
| 3Y | -3.3% | +160.8% | -164.1% | -12.3% |
| 5Y | +13.6% | +190.1% | -176.5% | +1.4% |
| 10Y | +209.2% | +367.0% | -157.8% | +152.7% |
| All | +1,751.0% | +264.7% | +1,486.3% | +1,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling