+1,362.5%
OXY vs AON
+4,830.5%
-3,467.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.1% |
| 7D | +0.6% | -7.9% | +8.6% | +3.1% |
| 30D | +4.5% | -14.6% | +19.2% | +9.3% |
| 3M | +8.9% | -7.9% | +16.8% | +10.9% |
| 6M | +12.5% | -8.0% | +20.5% | +14.3% |
| YTD | +50.5% | -13.2% | +63.7% | +55.0% |
| 1Y | +38.6% | -16.4% | +55.0% | +44.2% |
| 3Y | -1.2% | -6.7% | +5.4% | -2.0% |
| 5Y | +161.6% | +8.0% | +153.6% | +145.3% |
| 10Y | +5.3% | +205.6% | -200.3% | -22.8% |
| All | +1,362.5% | +4,830.5% | -3,467.9% | +562.1% |
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