-6.6%
AON vs CAPR
+36.9%
-43.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -3.5% |
| 7D | -7.9% | -12.6% | +4.7% | -7.9% |
| 30D | -14.6% | +124.4% | -139.1% | -14.5% |
| 3M | -7.9% | -66.8% | +58.9% | -8.0% |
| 6M | -8.0% | -71.8% | +63.8% | -8.1% |
| YTD | -13.2% | -70.1% | +56.8% | -13.3% |
| 1Y | -16.4% | +33.3% | -49.8% | -16.9% |
| All | -6.6% | +36.9% | -43.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling