+1,093.3%
XLI vs AON
+1,138.6%
-45.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.3% |
| 7D | -0.6% | -7.9% | +7.3% | +2.2% |
| 30D | -6.9% | -14.6% | +7.7% | -2.2% |
| 3M | -1.9% | -7.9% | +6.0% | +0.1% |
| 6M | +1.0% | -8.0% | +9.0% | +2.6% |
| YTD | +11.3% | -13.2% | +24.6% | +14.9% |
| 1Y | +15.8% | -16.4% | +32.2% | +20.8% |
| 3Y | +69.8% | -6.7% | +76.5% | +68.6% |
| 5Y | +80.9% | +8.0% | +72.9% | +69.4% |
| 10Y | +257.2% | +205.6% | +51.6% | +135.9% |
| All | +1,093.3% | +1,138.6% | -45.3% | +395.4% |
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 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