+9.1%
XLF vs AON
-13.5%
+22.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | 0.0% | -9.1% | +9.1% | +1.9% |
| 30D | +0.2% | -10.2% | +10.4% | +2.4% |
| 3M | +11.7% | +0.5% | +11.2% | +11.0% |
| 6M | +13.8% | -4.8% | +18.6% | +14.2% |
| YTD | +7.0% | -8.0% | +15.0% | +8.3% |
| 1Y | +9.1% | -13.1% | +22.2% | +12.4% |
| All | +9.1% | -13.5% | +22.7% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling