+29.5%
XLB vs AON
+2.1%
+27.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +2.2% |
| 7D | +3.9% | +9.4% | -5.5% | +3.4% |
| 30D | +8.9% | +27.0% | -18.1% | +7.8% |
| 3M | +4.1% | -3.1% | +7.2% | +3.6% |
| 6M | +7.3% | +10.0% | -2.7% | +7.7% |
| YTD | +20.4% | -1.6% | +22.0% | +21.7% |
| 1Y | +29.5% | +0.9% | +28.7% | +29.7% |
| All | +29.5% | +2.1% | +27.4% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling