-14.2%
AON vs CF
+60.9%
-75.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -3.2% | -0.9% | -2.3% | -3.2% |
| 30D | -11.9% | +18.1% | -29.9% | -12.3% |
| 3M | -2.9% | +23.4% | -26.2% | -3.5% |
| 6M | -6.8% | +17.1% | -23.9% | -7.5% |
| YTD | -10.1% | +76.2% | -86.3% | -12.4% |
| 1Y | -14.2% | +62.3% | -76.5% | -15.7% |
| All | -14.2% | +60.9% | -75.2% | -15.7% |
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