+5,025.2%
AON vs CAG
+594.9%
+4,430.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.9% |
| 7D | -3.2% | -5.3% | +2.1% | -2.0% |
| 30D | -11.9% | +1.0% | -12.9% | -12.1% |
| 3M | -2.9% | +17.4% | -20.2% | -6.5% |
| 6M | -6.8% | -16.8% | +10.0% | -3.2% |
| YTD | -10.1% | -6.8% | -3.3% | -9.3% |
| 1Y | -14.2% | -15.4% | +1.1% | -11.6% |
| 3Y | -3.3% | -37.1% | +33.8% | +5.7% |
| 5Y | +13.6% | -41.3% | +54.9% | +25.3% |
| 10Y | +209.2% | -35.5% | +244.6% | +220.5% |
| All | +5,025.2% | +594.9% | +4,430.3% | +2,697.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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