+980.1%
AON vs CAPR
-98.9%
+1,079.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | -0.1% |
| 7D | -2.4% | +25.8% | -28.1% | -2.5% |
| 30D | +22.8% | +50.2% | -27.4% | +22.5% |
| 3M | -5.3% | +185.5% | -190.8% | -5.9% |
| 6M | +8.4% | -64.8% | +73.2% | +8.5% |
| YTD | -3.9% | -61.1% | +57.2% | -3.9% |
| 1Y | -3.1% | +81.0% | -84.1% | -5.0% |
| 3Y | +3.0% | +300.7% | -297.7% | -0.3% |
| 5Y | +16.7% | +223.3% | -206.7% | +12.7% |
| 10Y | +232.6% | -58.8% | +291.4% | +215.2% |
| All | +980.1% | -98.9% | +1,079.0% | +915.4% |
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