+230.4%
AON vs CAPR
-63.2%
+293.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -0.9% |
| 7D | -3.2% | +19.1% | -22.3% | -3.3% |
| 30D | +21.7% | +48.8% | -27.2% | +21.4% |
| 3M | -5.1% | +144.4% | -149.5% | -5.8% |
| 6M | +5.9% | -67.5% | +73.4% | +6.1% |
| YTD | -4.8% | -64.5% | +59.7% | -4.8% |
| 1Y | -4.1% | +74.4% | -78.5% | -6.6% |
| 3Y | +2.0% | +265.7% | -263.7% | -3.0% |
| 5Y | +15.2% | +196.0% | -180.8% | +9.0% |
| All | +230.4% | -63.2% | +293.6% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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