+1,359.5%
AON vs CF
+5,489.8%
-4,130.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | -2.4% | +10.4% | -12.7% | -3.7% |
| 30D | +22.8% | +7.6% | +15.2% | +21.4% |
| 3M | -5.3% | +5.2% | -10.5% | -6.3% |
| 6M | +8.4% | -0.1% | +8.4% | +7.8% |
| YTD | -3.9% | +61.7% | -65.6% | -11.8% |
| 1Y | -3.1% | +50.3% | -53.4% | -10.2% |
| 3Y | +3.0% | +66.0% | -63.0% | -7.4% |
| 5Y | +16.7% | +114.5% | -97.8% | -1.7% |
| 10Y | +232.6% | +471.5% | -238.9% | +130.2% |
| All | +1,359.5% | +5,489.8% | -4,130.3% | +565.4% |
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