+126.2%
AON vs CLBK
+65.5%
+60.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -6.3% | -1.5% | -4.9% | -6.0% |
| 30D | -14.1% | -1.0% | -13.1% | -13.9% |
| 3M | -9.5% | +22.9% | -32.4% | -13.4% |
| 6M | -4.0% | +44.2% | -48.2% | -11.3% |
| YTD | -13.8% | +64.0% | -77.8% | -22.6% |
| 1Y | -18.3% | +65.7% | -84.0% | -27.0% |
| 3Y | -7.2% | +54.1% | -61.2% | -17.7% |
| 5Y | +7.3% | +44.7% | -37.4% | -8.0% |
| All | +126.2% | +65.5% | +60.8% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling