+1,297.5%
AON vs CF
+5,948.3%
-4,650.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -9.1% | +6.0% | -15.1% | -9.9% |
| 30D | -10.2% | +14.8% | -25.1% | -12.1% |
| 3M | +0.5% | +14.1% | -13.6% | -1.7% |
| 6M | -4.8% | +28.5% | -33.4% | -9.2% |
| YTD | -8.0% | +74.9% | -82.9% | -16.3% |
| 1Y | -13.1% | +61.7% | -74.8% | -20.1% |
| 3Y | -1.3% | +80.3% | -81.6% | -12.2% |
| 5Y | +14.9% | +226.0% | -211.1% | -9.3% |
| 10Y | +214.9% | +569.9% | -355.0% | +112.9% |
| All | +1,297.5% | +5,948.3% | -4,650.8% | +531.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling