+0.9%
AON vs CLBK
+65.7%
-64.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.3% |
| 7D | +9.4% | +4.6% | +4.9% | +8.8% |
| 30D | +27.0% | -1.5% | +28.5% | +27.2% |
| 3M | -3.1% | +4.4% | -7.5% | -3.7% |
| 6M | +10.0% | +31.7% | -21.7% | +6.3% |
| YTD | -1.6% | +58.7% | -60.3% | -5.3% |
| 1Y | +0.9% | +64.9% | -64.0% | -2.9% |
| All | +0.9% | +65.7% | -64.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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