+1,057.9%
AON vs XME
+246.2%
+811.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -3.2% | +3.6% | -6.8% | -4.0% |
| 30D | -11.9% | +3.6% | -15.5% | -12.7% |
| 3M | -2.9% | +1.2% | -4.1% | -3.7% |
| 6M | -6.8% | +9.0% | -15.9% | -9.8% |
| YTD | -10.1% | +15.9% | -26.0% | -14.7% |
| 1Y | -14.2% | +43.2% | -57.4% | -23.1% |
| 3Y | -3.3% | +137.4% | -140.6% | -24.5% |
| 5Y | +13.6% | +185.0% | -171.4% | -16.8% |
| 10Y | +209.2% | +409.5% | -200.3% | +87.3% |
| All | +1,057.9% | +246.2% | +811.8% | +562.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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