+47.7%
XLE vs AON
-2.6%
+50.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.1% |
| 7D | +5.4% | +1.0% | +4.4% | +5.5% |
| 30D | -3.9% | +23.2% | -27.1% | -3.2% |
| 3M | +7.0% | -5.0% | +12.0% | +7.0% |
| 6M | +14.2% | +9.3% | +4.9% | +14.1% |
| YTD | +48.2% | -3.4% | +51.6% | +48.5% |
| 1Y | +47.7% | -2.9% | +50.6% | +48.1% |
| All | +47.7% | -2.6% | +50.3% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling