+64.0%
XLE vs AON
+3.1%
+60.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.7% | +1.9% | -8.6% | -6.8% |
| 30D | -4.4% | +23.3% | -27.7% | -6.1% |
| 3M | +4.0% | -5.5% | +9.5% | +4.5% |
| 6M | +13.2% | +8.0% | +5.1% | +11.7% |
| YTD | +41.9% | -4.0% | +45.9% | +42.3% |
| 1Y | +41.6% | -1.7% | +43.4% | +41.4% |
| 3Y | +64.0% | +2.9% | +61.1% | +61.5% |
| All | +64.0% | +3.1% | +60.8% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling