+178.5%
EXE vs AON
+46.9%
+131.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.3% | -9.1% | +8.8% | +1.6% |
| 30D | +8.5% | -10.2% | +18.7% | +10.7% |
| 3M | +5.5% | +0.5% | +5.0% | +4.6% |
| 6M | -5.9% | -4.8% | -1.1% | -5.6% |
| YTD | -9.7% | -8.0% | -1.7% | -8.8% |
| 1Y | +3.6% | -13.1% | +16.6% | +6.0% |
| 3Y | +18.0% | -1.3% | +19.3% | +16.9% |
| 5Y | +109.4% | +14.9% | +94.5% | +98.5% |
| All | +178.5% | +46.9% | +131.6% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling