+197.7%
AON vs CHD
+126.1%
+71.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -6.3% | -4.5% | -1.8% | -4.9% |
| 30D | -14.1% | -6.7% | -7.4% | -12.2% |
| 3M | -9.5% | -2.7% | -6.8% | -8.7% |
| 6M | -4.0% | -4.9% | +0.9% | -2.7% |
| YTD | -13.8% | +13.3% | -27.1% | -17.4% |
| 1Y | -18.3% | +1.0% | -19.3% | -19.0% |
| 3Y | -7.2% | +1.3% | -8.5% | -8.7% |
| 5Y | +7.3% | +20.8% | -13.5% | -1.2% |
| All | +197.7% | +126.1% | +71.5% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling