+412.9%
XLF vs AON
+1,138.6%
-725.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.3% |
| 7D | -1.0% | -7.9% | +6.9% | +2.9% |
| 30D | -1.3% | -14.6% | +13.3% | +6.1% |
| 3M | +9.1% | -7.9% | +17.1% | +12.6% |
| 6M | +14.4% | -8.0% | +22.4% | +17.6% |
| YTD | +5.1% | -13.2% | +18.3% | +10.6% |
| 1Y | +8.6% | -16.4% | +25.1% | +16.2% |
| 3Y | +74.4% | -6.7% | +81.1% | +73.8% |
| 5Y | +64.4% | +8.0% | +56.3% | +50.4% |
| 10Y | +251.6% | +205.6% | +46.0% | +91.0% |
| All | +412.9% | +1,138.6% | -725.7% | +40.8% |
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