-14.6%
AON vs CAPR
+26.9%
-41.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.0% |
| 7D | -5.9% | -10.6% | +4.7% | -5.9% |
| 30D | -13.7% | +111.2% | -124.9% | -13.4% |
| 3M | -8.3% | -67.2% | +58.9% | -8.4% |
| 6M | -3.6% | -75.1% | +71.5% | -3.8% |
| YTD | -12.4% | -71.2% | +58.9% | -12.5% |
| 1Y | -14.6% | +31.1% | -45.8% | -14.5% |
| All | -14.6% | +26.9% | -41.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling