+718.0%
AON vs XYL
+466.0%
+252.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -3.3% |
| 7D | -3.2% | +1.8% | -5.0% | -3.9% |
| 30D | -11.9% | -9.2% | -2.6% | -8.9% |
| 3M | -2.9% | -0.3% | -2.6% | -3.1% |
| 6M | -6.8% | -11.0% | +4.1% | -3.6% |
| YTD | -10.1% | -19.2% | +9.1% | -4.0% |
| 1Y | -14.2% | -21.2% | +7.0% | -7.8% |
| 3Y | -3.3% | +18.6% | -21.9% | -12.8% |
| 5Y | +13.6% | -14.3% | +27.9% | +13.4% |
| 10Y | +209.2% | +141.0% | +68.1% | +105.6% |
| All | +718.0% | +466.0% | +252.0% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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