-5.5%
AON vs CART
+14.3%
-19.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.8% | -1.8% |
| 7D | -3.2% | -4.1% | +0.9% | -2.9% |
| 30D | -11.9% | -4.3% | -7.5% | -11.6% |
| 3M | -2.9% | +13.1% | -16.0% | -3.8% |
| 6M | -6.8% | +26.0% | -32.8% | -8.5% |
| YTD | -10.1% | +6.7% | -16.8% | -11.0% |
| 1Y | -14.2% | +6.3% | -20.5% | -15.3% |
| All | -5.5% | +14.3% | -19.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling