+32.5%
XLB vs AON
-6.9%
+39.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.5% |
| 7D | -2.9% | -7.9% | +5.0% | -1.6% |
| 30D | -3.4% | -14.6% | +11.3% | -0.9% |
| 3M | +1.6% | -7.9% | +9.5% | +2.9% |
| 6M | +3.6% | -8.0% | +11.7% | +4.9% |
| YTD | +14.2% | -13.2% | +27.5% | +17.0% |
| 1Y | +15.6% | -16.4% | +32.0% | +19.5% |
| All | +32.5% | -6.9% | +39.4% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling