-14.6%
AON vs CFG
+37.9%
-52.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -5.9% | -1.7% | -4.2% | -5.7% |
| 30D | -13.7% | -4.6% | -9.1% | -13.4% |
| 3M | -8.3% | +7.9% | -16.2% | -8.6% |
| 6M | -3.6% | +19.9% | -23.5% | -4.4% |
| YTD | -12.4% | +21.7% | -34.0% | -13.2% |
| 1Y | -14.6% | +38.4% | -53.1% | -17.2% |
| All | -14.6% | +37.9% | -52.6% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling