+169.7%
EXE vs AON
+37.6%
+132.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.8% |
| 7D | -3.1% | -6.3% | +3.2% | -1.8% |
| 30D | -0.9% | -14.1% | +13.2% | +2.1% |
| 3M | +9.6% | -9.5% | +19.0% | +11.2% |
| 6M | -11.6% | -4.0% | -7.6% | -11.8% |
| YTD | -12.6% | -13.8% | +1.2% | -10.4% |
| 1Y | +1.2% | -18.3% | +19.5% | +4.8% |
| 3Y | +18.0% | -7.2% | +25.2% | +18.3% |
| 5Y | +101.1% | +7.3% | +93.8% | +93.2% |
| All | +169.7% | +37.6% | +132.1% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling