+2.4%
XLU vs AON
-16.9%
+19.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.2% |
| 7D | -1.6% | -6.3% | +4.7% | -1.4% |
| 30D | -3.3% | -14.1% | +10.8% | -2.8% |
| 3M | -3.2% | -9.5% | +6.3% | -2.7% |
| 6M | -7.0% | -4.0% | -2.9% | -6.6% |
| YTD | +0.6% | -13.8% | +14.4% | +1.6% |
| 1Y | +2.4% | -18.3% | +20.7% | +7.4% |
| All | +2.4% | -16.9% | +19.3% | +7.4% |
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