+202.6%
AON vs TXT
+103.1%
+99.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -5.9% | -0.2% | -5.7% | -5.8% |
| 30D | -13.7% | -10.2% | -3.4% | -11.1% |
| 3M | -8.3% | -13.3% | +5.0% | -5.0% |
| 6M | -3.6% | -14.4% | +10.7% | -0.2% |
| YTD | -12.4% | -9.1% | -3.3% | -11.0% |
| 1Y | -14.6% | -2.2% | -12.5% | -15.3% |
| 3Y | -5.7% | +5.1% | -10.8% | -10.0% |
| 5Y | +9.1% | +12.8% | -3.7% | +0.5% |
| All | +202.6% | +103.1% | +99.6% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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