+508.9%
XLP vs AON
+1,213.4%
-704.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -9.1% | +8.1% | +0.9% |
| 30D | -0.9% | -10.2% | +9.4% | +1.3% |
| 3M | +3.8% | +0.5% | +3.3% | +3.5% |
| 6M | -1.7% | -4.8% | +3.1% | -1.1% |
| YTD | +10.3% | -8.0% | +18.2% | +11.5% |
| 1Y | +7.8% | -13.1% | +20.9% | +10.3% |
| 3Y | +27.2% | -1.3% | +28.5% | +25.8% |
| 5Y | +32.5% | +14.9% | +17.6% | +26.0% |
| 10Y | +101.8% | +214.9% | -113.1% | +55.4% |
| All | +508.9% | +1,213.4% | -704.5% | +247.8% |
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