+4,812.5%
AON vs CGNX
+12,871.6%
-8,059.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -2.1% |
| 7D | -6.3% | +3.2% | -9.5% | -6.7% |
| 30D | -14.1% | +6.0% | -20.1% | -14.8% |
| 3M | -9.5% | +3.5% | -13.0% | -10.4% |
| 6M | -4.0% | +26.3% | -30.3% | -7.6% |
| YTD | -13.8% | +79.2% | -93.0% | -21.2% |
| 1Y | -18.3% | +43.8% | -62.1% | -23.6% |
| 3Y | -7.2% | +52.0% | -59.1% | -15.7% |
| 5Y | +7.3% | -24.0% | +31.4% | +4.9% |
| 10Y | +203.6% | +189.1% | +14.5% | +147.1% |
| All | +4,812.5% | +12,871.6% | -8,059.1% | +2,342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling