+488.8%
AON vs CDW
+1,014.9%
-526.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.6% |
| 7D | +1.9% | +13.1% | -11.2% | -1.7% |
| 30D | +23.3% | +19.1% | +4.2% | +17.0% |
| 3M | -5.5% | +24.7% | -30.3% | -12.1% |
| 6M | +8.0% | +63.4% | -55.3% | -8.3% |
| YTD | -4.0% | +26.3% | -30.3% | -13.1% |
| 1Y | -1.7% | +20.6% | -22.3% | -10.0% |
| 3Y | +2.9% | -16.3% | +19.2% | +2.6% |
| 5Y | +17.2% | -3.9% | +21.1% | +9.6% |
| 10Y | +225.8% | +331.5% | -105.7% | +96.8% |
| All | +488.8% | +1,014.9% | -526.0% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling