+552.8%
XLP vs AON
+1,264.5%
-711.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.7% |
| 7D | +0.7% | +4.4% | -3.6% | -0.2% |
| 30D | +10.3% | +24.1% | -13.8% | +5.3% |
| 3M | +6.5% | -7.0% | +13.5% | +7.9% |
| 6M | +8.4% | +9.1% | -0.8% | +6.1% |
| YTD | +18.2% | -4.4% | +22.6% | +18.5% |
| 1Y | +22.4% | -0.8% | +23.2% | +21.7% |
| 3Y | +41.9% | +5.1% | +36.8% | +38.4% |
| 5Y | +40.9% | +20.4% | +20.5% | +32.7% |
| 10Y | +128.4% | +239.2% | -110.8% | +73.2% |
| All | +552.8% | +1,264.5% | -711.7% | +269.5% |
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 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