+22.2%
XLP vs AON
-1.5%
+23.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.1% |
| 3M | +7.5% | -6.0% | +13.5% | +7.9% |
| 6M | +9.4% | +7.9% | +1.6% | +8.8% |
| YTD | +19.3% | -4.1% | +23.4% | +20.7% |
| All | +22.2% | -1.5% | +23.7% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling