+159.8%
XLB vs AON
+204.8%
-44.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.1% |
| 7D | -2.8% | -6.3% | +3.5% | -0.2% |
| 30D | -3.1% | -14.1% | +11.0% | +3.0% |
| 3M | -0.2% | -9.5% | +9.3% | +3.4% |
| 6M | +3.1% | -4.0% | +7.1% | +3.3% |
| YTD | +13.3% | -13.8% | +27.1% | +18.5% |
| 1Y | +12.0% | -18.3% | +30.3% | +20.0% |
| 3Y | +31.4% | -7.2% | +38.6% | +29.8% |
| 5Y | +33.9% | +7.3% | +26.6% | +20.4% |
| All | +159.8% | +204.8% | -44.9% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling