+13.6%
AON vs CDW
-22.8%
+36.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -1.1% |
| 7D | -3.2% | -3.9% | +0.7% | -2.4% |
| 30D | -11.9% | +6.9% | -18.8% | -13.5% |
| 3M | -2.9% | +7.7% | -10.6% | -5.3% |
| 6M | -6.8% | +18.3% | -25.1% | -12.4% |
| YTD | -10.1% | +7.8% | -17.8% | -13.6% |
| 1Y | -14.2% | -12.2% | -2.1% | -13.1% |
| 3Y | -3.3% | -28.9% | +25.7% | +1.3% |
| 5Y | +13.6% | -22.8% | +36.4% | +11.8% |
| All | +13.6% | -22.8% | +36.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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