+270.5%
AON vs XLRE
+107.7%
+162.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | -5.9% | -2.7% | -3.2% | -4.5% |
| 30D | -13.7% | -2.3% | -11.3% | -12.5% |
| 3M | -8.3% | -3.5% | -4.8% | -6.4% |
| 6M | -3.6% | +1.9% | -5.5% | -4.8% |
| YTD | -12.4% | +8.3% | -20.7% | -16.3% |
| 1Y | -14.6% | +6.4% | -21.0% | -17.7% |
| 3Y | -5.7% | +30.2% | -35.9% | -19.9% |
| 5Y | +9.1% | +8.6% | +0.5% | +2.3% |
| 10Y | +208.7% | +87.4% | +121.3% | +116.0% |
| All | +270.5% | +107.7% | +162.8% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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