+536.2%
XRT vs AON
+1,130.0%
-593.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -0.4% | -3.2% | +2.7% | +1.2% |
| 30D | +7.5% | +21.7% | -14.2% | -2.7% |
| 3M | +2.3% | -5.1% | +7.5% | +4.5% |
| 6M | +12.8% | +5.9% | +6.9% | +8.3% |
| YTD | +7.1% | -4.8% | +11.9% | +7.3% |
| 1Y | +12.3% | -4.1% | +16.3% | +12.0% |
| 3Y | +57.0% | +2.0% | +55.0% | +47.2% |
| 5Y | -4.3% | +15.2% | -19.5% | -17.1% |
| 10Y | +136.7% | +229.5% | -92.9% | +3.5% |
| All | +536.2% | +1,130.0% | -593.8% | +21.1% |
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