+1,106.7%
XLY vs AON
+1,130.5%
-23.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.5% |
| 7D | -1.7% | -6.3% | +4.6% | +0.5% |
| 30D | -4.2% | -14.1% | +9.9% | +0.7% |
| 3M | -2.7% | -9.5% | +6.8% | +0.1% |
| 6M | -0.6% | -4.0% | +3.4% | -0.3% |
| YTD | -5.0% | -13.8% | +8.8% | -1.4% |
| 1Y | -4.1% | -18.3% | +14.2% | +1.2% |
| 3Y | +33.6% | -7.2% | +40.8% | +33.0% |
| 5Y | +28.7% | +7.3% | +21.4% | +21.3% |
| 10Y | +219.6% | +203.6% | +16.0% | +108.4% |
| All | +1,106.7% | +1,130.5% | -23.7% | +378.4% |
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 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