+179.3%
EXE vs AON
+43.5%
+135.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +0.8% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | +6.4% | -11.9% | +18.3% | +9.0% |
| 3M | +9.2% | -2.9% | +12.1% | +9.2% |
| 6M | -7.0% | -6.8% | -0.2% | -6.3% |
| YTD | -9.5% | -10.1% | +0.6% | -8.1% |
| 1Y | +6.2% | -14.2% | +20.5% | +8.9% |
| 3Y | +20.7% | -3.3% | +24.0% | +20.0% |
| 5Y | +103.6% | +13.6% | +90.0% | +93.7% |
| All | +179.3% | +43.5% | +135.7% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AON 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling