+1,036.2%
XLE vs AON
+1,258.9%
-222.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +4.4% | -3.2% | +7.6% | +5.4% |
| 30D | -4.3% | +21.7% | -26.0% | -10.2% |
| 3M | +6.0% | -5.1% | +11.2% | +6.9% |
| 6M | +13.2% | +5.9% | +7.3% | +9.9% |
| YTD | +46.7% | -4.8% | +51.5% | +46.3% |
| 1Y | +46.6% | -4.1% | +50.7% | +45.8% |
| 3Y | +69.6% | +2.0% | +67.5% | +63.0% |
| 5Y | +166.5% | +15.2% | +151.3% | +143.1% |
| 10Y | +178.0% | +229.5% | -51.5% | +84.9% |
| All | +1,036.2% | +1,258.9% | -222.7% | +429.8% |
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 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