+50.7%
XLE vs AON
-16.9%
+67.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | +1.7% | -6.3% | +8.0% | +1.6% |
| 30D | +6.7% | -14.1% | +20.8% | +6.5% |
| 3M | +14.9% | -9.5% | +24.3% | +14.4% |
| 6M | +15.9% | -4.0% | +19.9% | +15.3% |
| YTD | +47.7% | -13.8% | +61.5% | +48.1% |
| 1Y | +50.7% | -18.3% | +69.0% | +51.6% |
| All | +50.7% | -16.9% | +67.6% | +51.6% |
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