+8.0%
AON vs CFG
+99.7%
-91.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -14.6% | -4.5% | -10.1% | -14.0% |
| 3M | -7.9% | +6.3% | -14.2% | -8.9% |
| 6M | -8.0% | +20.6% | -28.6% | -10.9% |
| YTD | -13.2% | +21.2% | -34.5% | -16.3% |
| 1Y | -16.4% | +38.2% | -54.6% | -21.3% |
| 3Y | -6.7% | +185.9% | -192.6% | -24.5% |
| 5Y | +8.0% | +97.0% | -89.0% | -5.6% |
| All | +8.0% | +99.7% | -91.6% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling