+80.3%
EXE vs AON
+17.1%
+63.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | +5.3% | +1.0% | +4.3% | +5.1% |
| 30D | -2.2% | +23.2% | -25.4% | -6.9% |
| 3M | -5.9% | -5.0% | -0.9% | -5.0% |
| 6M | -5.7% | +9.3% | -15.1% | -8.6% |
| YTD | -17.8% | -3.4% | -14.4% | -17.9% |
| 1Y | -23.1% | -2.9% | -20.3% | -23.3% |
| 3Y | +21.2% | +3.6% | +17.5% | +18.3% |
| All | +80.3% | +17.1% | +63.2% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling