+59.7%
XOM vs AON
-5.9%
+65.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +1.9% | -5.9% | +7.7% | +2.3% |
| 30D | +4.1% | -13.7% | +17.7% | +5.2% |
| 3M | +10.4% | -8.3% | +18.7% | +10.8% |
| 6M | +13.0% | -3.6% | +16.7% | +12.8% |
| YTD | +40.1% | -12.4% | +52.4% | +41.3% |
| 1Y | +51.1% | -14.6% | +65.8% | +52.9% |
| All | +59.7% | -5.9% | +65.7% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling