+622.3%
AON vs CG
+351.2%
+271.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -9.1% | -4.3% | -4.8% | -8.3% |
| 30D | -10.2% | -5.1% | -5.2% | -9.4% |
| 3M | +0.5% | +8.7% | -8.2% | -1.6% |
| 6M | -4.8% | -9.2% | +4.4% | -3.6% |
| YTD | -8.0% | -18.9% | +10.9% | -4.9% |
| 1Y | -13.1% | -25.6% | +12.6% | -8.9% |
| 3Y | -1.3% | +57.3% | -58.6% | -15.8% |
| 5Y | +14.9% | +10.2% | +4.8% | +3.2% |
| 10Y | +214.9% | +364.2% | -149.3% | +100.6% |
| All | +622.3% | +351.2% | +271.1% | +360.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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