+4,174.9%
AON vs CAKE
+3,772.9%
+402.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | -5.9% | -5.6% | -0.3% | -5.1% |
| 30D | -13.7% | -10.5% | -3.1% | -12.2% |
| 3M | -8.3% | +43.6% | -51.9% | -13.5% |
| 6M | -3.6% | +63.0% | -66.7% | -11.1% |
| YTD | -12.4% | +102.9% | -115.2% | -22.0% |
| 1Y | -14.6% | +75.6% | -90.3% | -22.5% |
| 3Y | -5.7% | +257.7% | -263.4% | -24.7% |
| 5Y | +9.1% | +156.0% | -146.9% | -10.5% |
| 10Y | +208.7% | +150.5% | +58.2% | +131.7% |
| All | +4,174.9% | +3,772.9% | +402.1% | +2,118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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