+32.0%
XEL vs AON
+6.4%
+25.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -0.3% | -6.3% | +6.0% | +1.4% |
| 30D | -3.9% | -14.1% | +10.2% | -0.2% |
| 3M | -2.8% | -9.5% | +6.7% | -0.7% |
| 6M | -5.4% | -4.0% | -1.4% | -5.3% |
| YTD | +3.8% | -13.8% | +17.6% | +7.0% |
| 1Y | +6.8% | -18.3% | +25.1% | +12.2% |
| 3Y | +45.6% | -7.2% | +52.8% | +45.5% |
| All | +32.0% | +6.4% | +25.7% | +26.0% |
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