+39.3%
XLC vs AON
+9.0%
+30.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -1.7% | -5.9% | +4.2% | +0.2% |
| 30D | +0.2% | -13.7% | +13.9% | +4.8% |
| 3M | +0.7% | -8.3% | +9.0% | +3.0% |
| 6M | -4.5% | -3.6% | -0.8% | -4.2% |
| YTD | -4.7% | -12.4% | +7.6% | -1.5% |
| 1Y | -1.5% | -14.6% | +13.2% | +2.6% |
| 3Y | +72.2% | -5.7% | +78.0% | +70.2% |
| 5Y | +39.3% | +9.1% | +30.2% | +20.3% |
| All | +39.3% | +9.0% | +30.3% | +20.3% |
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