+8.0%
AON vs TXT
+13.4%
-5.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -4.0% | -3.6% |
| 7D | -7.9% | +0.8% | -8.7% | -8.1% |
| 30D | -14.6% | -10.4% | -4.2% | -12.2% |
| 3M | -7.9% | -14.3% | +6.4% | -4.4% |
| 6M | -8.0% | -15.1% | +7.1% | -4.6% |
| YTD | -13.2% | -8.3% | -4.9% | -12.4% |
| 1Y | -16.4% | -0.7% | -15.7% | -17.8% |
| 3Y | -6.7% | +6.0% | -12.6% | -12.6% |
| 5Y | +8.0% | +12.5% | -4.5% | -5.0% |
| All | +8.0% | +13.4% | -5.4% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling