+1,024.7%
XLE vs AON
+1,213.4%
-188.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +2.2% | -9.1% | +11.3% | +5.0% |
| 30D | +11.8% | -10.2% | +22.0% | +15.2% |
| 3M | +9.8% | +0.5% | +9.3% | +8.9% |
| 6M | +15.6% | -4.8% | +20.4% | +16.3% |
| YTD | +45.3% | -8.0% | +53.2% | +47.1% |
| 1Y | +48.3% | -13.1% | +61.4% | +52.6% |
| 3Y | +55.4% | -1.3% | +56.7% | +51.6% |
| 5Y | +216.1% | +14.9% | +201.2% | +189.4% |
| 10Y | +178.4% | +214.9% | -36.5% | +88.6% |
| All | +1,024.7% | +1,213.4% | -188.7% | +432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling