+7.3%
AON vs CBOE
+136.7%
-129.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.0% |
| 7D | -6.3% | -5.8% | -0.5% | -4.7% |
| 30D | -14.1% | -3.1% | -10.9% | -13.3% |
| 3M | -9.5% | -4.8% | -4.7% | -8.7% |
| 6M | -4.0% | -0.6% | -3.5% | -5.8% |
| YTD | -13.8% | +12.8% | -26.6% | -19.3% |
| 1Y | -18.3% | +19.8% | -38.1% | -25.2% |
| 3Y | -7.2% | +86.9% | -94.1% | -31.0% |
| All | +7.3% | +136.7% | -129.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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