-3.3%
AON vs CFG
+193.0%
-196.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.1% |
| 7D | -3.2% | +2.7% | -5.9% | -3.5% |
| 30D | -11.9% | -3.7% | -8.2% | -11.5% |
| 3M | -2.9% | +9.5% | -12.3% | -3.9% |
| 6M | -6.8% | +22.2% | -29.1% | -9.1% |
| YTD | -10.1% | +22.3% | -32.4% | -12.5% |
| 1Y | -14.2% | +39.4% | -53.7% | -18.1% |
| 3Y | -3.3% | +188.5% | -191.7% | -16.8% |
| All | -3.3% | +193.0% | -196.2% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling