-5.6%
AON vs XHB
+21.1%
-26.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -5.9% | -5.2% | -0.6% | -5.2% |
| 30D | -13.7% | -12.1% | -1.5% | -12.1% |
| 3M | -8.3% | -6.2% | -2.1% | -7.6% |
| 6M | -3.6% | -6.7% | +3.1% | -3.1% |
| YTD | -12.4% | -5.5% | -6.9% | -12.2% |
| 1Y | -14.6% | -15.6% | +1.0% | -12.8% |
| All | -5.6% | +21.1% | -26.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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