+225.0%
XLE vs AON
+13.2%
+211.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.6% |
| 30D | +12.6% | -11.9% | +24.5% | +15.0% |
| 3M | +11.8% | -2.9% | +14.7% | +11.8% |
| 6M | +16.1% | -6.8% | +22.9% | +16.8% |
| YTD | +46.9% | -10.1% | +56.9% | +48.7% |
| 1Y | +53.3% | -14.2% | +67.5% | +56.8% |
| 3Y | +54.9% | -3.3% | +58.2% | +53.6% |
| All | +225.0% | +13.2% | +211.8% | +207.8% |
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 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