+270.8%
MXL vs AON
+751.1%
-480.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.5% |
| 7D | +16.6% | -5.9% | +22.5% | +19.9% |
| 30D | +0.5% | -13.7% | +14.1% | +7.4% |
| 3M | -3.6% | -8.3% | +4.7% | -3.4% |
| 6M | +328.0% | -3.6% | +331.7% | +310.2% |
| YTD | +297.8% | -12.4% | +310.2% | +298.6% |
| 1Y | +339.4% | -14.6% | +354.1% | +344.0% |
| 3Y | +201.7% | -5.7% | +207.5% | +168.5% |
| 5Y | +32.8% | +9.1% | +23.6% | +5.4% |
| 10Y | +274.8% | +208.7% | +66.1% | +33.1% |
| All | +270.8% | +751.1% | -480.3% | -46.5% |
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