+8.0%
AON vs CASY
+234.8%
-226.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -14.2% | +10.7% | -0.5% |
| 7D | -7.9% | -16.5% | +8.6% | -4.5% |
| 30D | -14.6% | -26.4% | +11.7% | -9.3% |
| 3M | -7.9% | -17.3% | +9.4% | -5.0% |
| 6M | -8.0% | -5.2% | -2.8% | -8.7% |
| YTD | -13.2% | +14.1% | -27.3% | -18.0% |
| 1Y | -16.4% | +16.6% | -33.0% | -21.6% |
| 3Y | -6.7% | +163.7% | -170.4% | -32.2% |
| 5Y | +8.0% | +231.3% | -223.3% | -29.9% |
| All | +8.0% | +234.8% | -226.8% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling