+934.3%
AON vs CAPR
-99.1%
+1,033.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -9.1% | -2.0% | -7.1% | -9.1% |
| 30D | -10.2% | +139.2% | -149.4% | -10.6% |
| 3M | +0.5% | -66.4% | +66.9% | +0.6% |
| 6M | -4.8% | -63.1% | +58.3% | -4.8% |
| YTD | -8.0% | -67.4% | +59.4% | -7.9% |
| 1Y | -13.1% | +58.2% | -71.3% | -14.7% |
| 3Y | -1.3% | +42.2% | -43.5% | -3.8% |
| 5Y | +14.9% | +87.3% | -72.3% | +11.4% |
| 10Y | +214.9% | -75.3% | +290.2% | +199.0% |
| All | +934.3% | -99.1% | +1,033.3% | +873.5% |
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 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