+314.5%
AON vs CFG
+396.4%
-81.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -9.1% | +1.5% | -10.6% | -9.4% |
| 30D | -10.2% | -3.8% | -6.4% | -9.5% |
| 3M | +0.5% | +11.5% | -11.0% | -2.1% |
| 6M | -4.8% | +19.2% | -24.0% | -8.9% |
| YTD | -8.0% | +23.7% | -31.7% | -12.9% |
| 1Y | -13.1% | +38.8% | -51.9% | -20.1% |
| 3Y | -1.3% | +178.9% | -180.2% | -25.3% |
| 5Y | +14.9% | +101.8% | -86.9% | -8.0% |
| 10Y | +214.9% | +317.3% | -102.4% | +86.8% |
| All | +314.5% | +396.4% | -81.9% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling