-3.3%
AON vs CASY
+209.8%
-213.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.8% |
| 7D | -3.2% | -4.4% | +1.1% | -2.6% |
| 30D | -11.9% | -12.0% | +0.2% | -10.3% |
| 3M | -2.9% | -2.3% | -0.5% | -2.9% |
| 6M | -6.8% | +10.5% | -17.4% | -9.3% |
| YTD | -10.1% | +33.0% | -43.1% | -15.7% |
| 1Y | -14.2% | +41.1% | -55.4% | -20.6% |
| 3Y | -3.3% | +207.5% | -210.8% | -22.8% |
| All | -3.3% | +209.8% | -213.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 3y: compounded portfolio wealth divided by compounded CASY 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…
3y analysis · Full analysis span regression · 6 months rolling