+119.9%
XRT vs AON
+209.9%
-89.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -3.6% | -5.9% | +2.3% | -1.3% |
| 30D | -6.7% | -13.7% | +7.0% | -1.4% |
| 3M | -1.4% | -8.3% | +6.9% | +1.4% |
| 6M | +1.7% | -3.6% | +5.3% | +2.1% |
| YTD | -1.5% | -12.4% | +10.9% | +2.3% |
| 1Y | -2.5% | -14.6% | +12.2% | +2.2% |
| 3Y | +39.9% | -5.7% | +45.6% | +37.6% |
| 5Y | -2.6% | +9.1% | -11.8% | -11.8% |
| All | +119.9% | +209.9% | -89.9% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling