+889.2%
XLV vs AON
+1,130.5%
-241.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -3.6% | -6.3% | +2.8% | -2.0% |
| 30D | -1.8% | -14.1% | +12.3% | +1.8% |
| 3M | +7.8% | -9.5% | +17.3% | +10.2% |
| 6M | +9.1% | -4.0% | +13.1% | +9.7% |
| YTD | +7.7% | -13.8% | +21.5% | +10.9% |
| 1Y | +20.4% | -18.3% | +38.7% | +25.6% |
| 3Y | +30.8% | -7.2% | +38.0% | +31.0% |
| 5Y | +34.6% | +7.3% | +27.3% | +29.3% |
| 10Y | +173.4% | +203.6% | -30.2% | +104.3% |
| All | +889.2% | +1,130.5% | -241.3% | +422.1% |
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