+820.5%
XLB vs AON
+1,213.4%
-392.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.4% | -9.1% | +7.7% | +1.6% |
| 30D | -0.4% | -10.2% | +9.9% | +3.1% |
| 3M | +2.0% | +0.5% | +1.5% | +1.2% |
| 6M | +1.8% | -4.8% | +6.7% | +2.6% |
| YTD | +16.6% | -8.0% | +24.6% | +18.3% |
| 1Y | +16.9% | -13.1% | +30.0% | +20.8% |
| 3Y | +32.6% | -1.3% | +33.8% | +29.4% |
| 5Y | +35.6% | +14.9% | +20.7% | +24.7% |
| 10Y | +160.0% | +214.9% | -54.9% | +69.6% |
| All | +820.5% | +1,213.4% | -392.9% | +280.0% |
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