+1,455.3%
XLK vs AON
+1,151.1%
+304.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -0.4% | -5.9% | +5.5% | +1.5% |
| 30D | -0.5% | -13.7% | +13.2% | +3.9% |
| 3M | +5.0% | -8.3% | +13.3% | +6.8% |
| 6M | +32.9% | -3.6% | +36.5% | +32.3% |
| YTD | +29.0% | -12.4% | +41.3% | +31.8% |
| 1Y | +37.8% | -14.6% | +52.5% | +41.7% |
| 3Y | +118.7% | -5.7% | +124.4% | +114.3% |
| 5Y | +145.6% | +9.1% | +136.4% | +128.7% |
| 10Y | +791.5% | +208.7% | +582.8% | +496.0% |
| All | +1,455.3% | +1,151.1% | +304.2% | +575.2% |
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