+0.7%
AON vs CART
+39.2%
-38.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | +23.1% | +22.4% | +0.7% | +21.1% |
| 3M | -6.0% | +16.5% | -22.6% | -7.3% |
| 6M | +7.9% | +44.9% | -37.0% | +4.8% |
| YTD | -4.1% | +30.0% | -34.1% | -6.6% |
| 1Y | -2.3% | +59.1% | -61.4% | -5.8% |
| 3Y | +3.4% | +138.8% | -135.4% | -3.3% |
| All | +0.7% | +39.2% | -38.5% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling