+631.5%
XLU vs AON
+1,130.5%
-499.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | -1.6% | -6.3% | +4.7% | -0.2% |
| 30D | -3.3% | -14.1% | +10.8% | -0.1% |
| 3M | -3.2% | -9.5% | +6.3% | -1.3% |
| 6M | -7.0% | -4.0% | -2.9% | -6.7% |
| YTD | +0.6% | -13.8% | +14.4% | +3.2% |
| 1Y | +2.4% | -18.3% | +20.7% | +6.2% |
| 3Y | +46.3% | -7.2% | +53.4% | +46.2% |
| 5Y | +44.0% | +7.3% | +36.6% | +38.3% |
| 10Y | +140.1% | +203.6% | -63.5% | +83.7% |
| All | +631.5% | +1,130.5% | -499.0% | +307.3% |
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