+20.6%
EXE vs AON
-5.9%
+26.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | -2.2% | -5.9% | +3.7% | -1.3% |
| 30D | -0.8% | -13.7% | +12.9% | +1.2% |
| 3M | +10.0% | -8.3% | +18.3% | +10.8% |
| 6M | -6.3% | -3.6% | -2.7% | -6.8% |
| YTD | -10.7% | -12.4% | +1.7% | -9.4% |
| 1Y | +2.7% | -14.6% | +17.3% | +4.5% |
| All | +20.6% | -5.9% | +26.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling