+985.8%
AON vs CAPR
-99.0%
+1,084.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +1.5% |
| 7D | +1.0% | +5.9% | -4.8% | +1.0% |
| 30D | +23.2% | +44.6% | -21.4% | +22.9% |
| 3M | -5.0% | +126.4% | -131.4% | -5.5% |
| 6M | +9.3% | -68.6% | +77.9% | +9.5% |
| YTD | -3.4% | -67.0% | +63.6% | -3.4% |
| 1Y | -2.9% | +65.2% | -68.0% | -4.7% |
| 3Y | +3.6% | +235.6% | -231.9% | +0.4% |
| 5Y | +16.9% | +175.4% | -158.6% | +13.0% |
| 10Y | +234.4% | -65.0% | +299.3% | +217.1% |
| All | +985.8% | -99.0% | +1,084.8% | +921.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling