+81.8%
XLI vs AON
+6.4%
+75.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.5% |
| 7D | -1.7% | -6.3% | +4.7% | +0.1% |
| 30D | -7.3% | -14.1% | +6.8% | -3.5% |
| 3M | -1.3% | -9.5% | +8.1% | +0.8% |
| 6M | +2.2% | -4.0% | +6.2% | +2.0% |
| YTD | +11.7% | -13.8% | +25.5% | +15.3% |
| 1Y | +14.3% | -18.3% | +32.5% | +20.2% |
| 3Y | +70.3% | -7.2% | +77.5% | +68.9% |
| All | +81.8% | +6.4% | +75.5% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling