+102.9%
XLP vs AON
+207.5%
-104.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | -1.3% | -11.9% | +10.6% | +2.3% |
| 3M | +1.8% | -2.9% | +4.7% | +2.4% |
| 6M | -0.8% | -6.8% | +6.0% | +0.7% |
| YTD | +9.5% | -10.1% | +19.6% | +12.1% |
| 1Y | +7.2% | -14.2% | +21.4% | +11.2% |
| 3Y | +27.1% | -3.3% | +30.4% | +25.5% |
| 5Y | +32.0% | +13.6% | +18.4% | +21.7% |
| 10Y | +102.9% | +209.2% | -106.3% | +31.1% |
| All | +102.9% | +207.5% | -104.6% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling