-4.1%
AON vs CF
+53.7%
-57.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -3.2% | +5.4% | -8.5% | -3.2% |
| 30D | +21.7% | +6.5% | +15.1% | +21.7% |
| 3M | -5.1% | +4.6% | -9.8% | -5.2% |
| 6M | +5.9% | -3.3% | +9.2% | +5.8% |
| YTD | -4.8% | +63.9% | -68.7% | -4.7% |
| 1Y | -4.1% | +50.4% | -54.5% | -2.1% |
| All | -4.1% | +53.7% | -57.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling