+28.6%
XLB vs AON
+17.1%
+11.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | +5.2% | +23.2% | -18.0% | -1.4% |
| 3M | +0.3% | -5.0% | +5.3% | +1.6% |
| 6M | +1.2% | +9.3% | -8.2% | -2.5% |
| YTD | +16.6% | -3.4% | +20.1% | +16.7% |
| 1Y | +21.4% | -2.9% | +24.3% | +21.2% |
| 3Y | +43.2% | +3.6% | +39.6% | +37.5% |
| All | +28.6% | +17.1% | +11.6% | +14.8% |
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