+998.7%
XLE vs AON
+1,270.8%
-272.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -6.7% | +1.9% | -8.6% | -7.3% |
| 30D | -4.4% | +23.3% | -27.7% | -10.7% |
| 3M | +4.0% | -5.5% | +9.5% | +5.0% |
| 6M | +13.2% | +8.0% | +5.1% | +9.2% |
| YTD | +41.9% | -4.0% | +45.9% | +41.1% |
| 1Y | +41.6% | -1.7% | +43.4% | +39.8% |
| 3Y | +64.0% | +2.9% | +61.1% | +57.3% |
| 5Y | +158.1% | +17.2% | +140.9% | +134.2% |
| 10Y | +163.9% | +225.8% | -61.8% | +76.1% |
| All | +998.7% | +1,270.8% | -272.0% | +411.0% |
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