+9.1%
AON vs CLBK
+41.8%
-32.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -5.9% | -1.4% | -4.5% | -5.7% |
| 30D | -13.7% | +4.5% | -18.2% | -14.1% |
| 3M | -8.3% | +22.8% | -31.1% | -10.5% |
| 6M | -3.6% | +43.4% | -47.1% | -7.7% |
| YTD | -12.4% | +64.1% | -76.5% | -17.3% |
| 1Y | -14.6% | +67.6% | -82.2% | -19.8% |
| 3Y | -5.7% | +53.3% | -59.0% | -11.5% |
| 5Y | +9.1% | +44.8% | -35.7% | +0.4% |
| All | +9.1% | +41.8% | -32.7% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling