+235.3%
AON vs TXT
+89.4%
+145.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.7% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +23.2% | +13.3% | +9.8% | +18.9% |
| 3M | -5.0% | -5.0% | -0.1% | -3.9% |
| 6M | +9.3% | -8.4% | +17.8% | +11.3% |
| YTD | -3.4% | -4.0% | +0.6% | -3.6% |
| 1Y | -2.9% | +2.8% | -5.7% | -5.0% |
| 3Y | +3.6% | +10.3% | -6.6% | -2.5% |
| 5Y | +16.9% | +9.2% | +7.7% | +8.5% |
| All | +235.3% | +89.4% | +145.9% | +159.5% |
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