+181.3%
XLE vs AON
+200.0%
-18.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.3% |
| 7D | +0.3% | -7.9% | +8.2% | +3.7% |
| 30D | +8.5% | -14.6% | +23.2% | +15.3% |
| 3M | +14.6% | -7.9% | +22.5% | +17.3% |
| 6M | +17.6% | -8.0% | +25.6% | +19.8% |
| YTD | +48.1% | -13.2% | +61.3% | +54.0% |
| 1Y | +53.8% | -16.4% | +70.2% | +62.3% |
| 3Y | +56.2% | -6.7% | +62.9% | +52.8% |
| 5Y | +227.7% | +8.0% | +219.7% | +186.1% |
| 10Y | +181.3% | +205.6% | -24.3% | +42.8% |
| All | +181.3% | +200.0% | -18.7% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling