+5,025.2%
AON vs CHD
+10,010.3%
-4,985.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -1.7% |
| 7D | -3.2% | -2.9% | -0.3% | -2.5% |
| 30D | -11.9% | -6.2% | -5.7% | -10.4% |
| 3M | -2.9% | +1.6% | -4.4% | -3.2% |
| 6M | -6.8% | -3.5% | -3.3% | -6.2% |
| YTD | -10.1% | +16.2% | -26.3% | -13.7% |
| 1Y | -14.2% | +3.4% | -17.6% | -15.3% |
| 3Y | -3.3% | +4.6% | -7.9% | -5.3% |
| 5Y | +13.6% | +21.1% | -7.5% | +6.5% |
| 10Y | +209.2% | +126.5% | +82.6% | +145.2% |
| All | +5,025.2% | +10,010.3% | -4,985.2% | +1,745.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling