-2.9%
AON vs CF
+50.1%
-52.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +1.0% | +4.8% | -3.7% | +1.1% |
| 30D | +23.2% | +4.7% | +18.5% | +23.2% |
| 3M | -5.0% | +7.4% | -12.4% | -5.1% |
| 6M | +9.3% | +0.6% | +8.7% | +9.2% |
| YTD | -3.4% | +64.1% | -67.5% | -3.4% |
| 1Y | -2.9% | +51.4% | -54.3% | -0.9% |
| All | -2.9% | +50.1% | -52.9% | -0.9% |
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