+235.3%
AON vs CFG
+216.2%
+19.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.3% |
| 7D | +1.0% | +3.2% | -2.1% | +0.3% |
| 30D | +23.2% | +5.1% | +18.0% | +21.8% |
| 3M | -5.0% | -11.2% | +6.2% | -2.5% |
| 6M | +9.3% | +9.6% | -0.2% | +7.0% |
| YTD | -3.4% | +15.0% | -18.4% | -6.9% |
| 1Y | -2.9% | +29.9% | -32.7% | -9.0% |
| 3Y | +3.6% | +192.1% | -188.4% | -21.7% |
| 5Y | +16.9% | +62.3% | -45.4% | -0.3% |
| All | +235.3% | +216.2% | +19.1% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling