+7.2%
XLP vs AON
-14.4%
+21.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -1.4% | -3.2% | +1.8% | -0.9% |
| 30D | -1.3% | -11.9% | +10.6% | +0.7% |
| 3M | +1.8% | -2.9% | +4.7% | +2.7% |
| 6M | -0.8% | -6.8% | +6.0% | +0.5% |
| YTD | +9.5% | -10.1% | +19.6% | +12.2% |
| 1Y | +7.2% | -14.2% | +21.4% | +10.9% |
| All | +7.2% | -14.4% | +21.5% | +10.9% |
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