+821.1%
XLB vs AON
+1,278.8%
-457.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +0.3% | -5.0% | +5.3% | +1.6% |
| 6M | +1.2% | +9.3% | -8.2% | -2.7% |
| YTD | +16.6% | -3.4% | +20.1% | +16.1% |
| 1Y | +21.4% | -2.9% | +24.3% | +20.6% |
| 3Y | +43.2% | +3.6% | +39.6% | +37.2% |
| 5Y | +28.0% | +16.9% | +11.2% | +16.9% |
| 10Y | +164.8% | +234.4% | -69.6% | +68.8% |
| All | +821.1% | +1,278.8% | -457.7% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling