+128.8%
XLP vs AON
+228.2%
-99.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | +8.9% | +23.1% | -14.2% | +2.4% |
| 3M | +7.5% | -6.0% | +13.5% | +9.1% |
| 6M | +9.4% | +7.9% | +1.6% | +6.5% |
| YTD | +19.3% | -4.1% | +23.4% | +19.6% |
| 1Y | +21.7% | -2.3% | +24.1% | +21.3% |
| 3Y | +44.0% | +3.4% | +40.5% | +39.2% |
| 5Y | +42.8% | +17.1% | +25.7% | +30.8% |
| 10Y | +128.8% | +230.6% | -101.8% | +52.3% |
| All | +128.8% | +228.2% | -99.4% | +52.3% |
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