-18.3%
AON vs CGNX
+45.2%
-63.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -1.4% |
| 7D | -6.3% | +3.2% | -9.5% | -6.1% |
| 30D | -14.1% | +6.0% | -20.1% | -13.7% |
| 3M | -9.5% | +3.5% | -13.0% | -9.1% |
| 6M | -4.0% | +26.3% | -30.3% | -3.1% |
| YTD | -13.8% | +79.2% | -93.0% | -11.7% |
| 1Y | -18.3% | +43.8% | -62.1% | -16.9% |
| All | -18.3% | +45.2% | -63.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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