+197.7%
AON vs CLX
-3.7%
+201.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | -6.3% | -5.7% | -0.6% | -5.4% |
| 30D | -14.1% | -17.0% | +2.9% | -11.5% |
| 3M | -9.5% | -9.7% | +0.2% | -8.0% |
| 6M | -4.0% | -19.8% | +15.8% | -0.9% |
| YTD | -13.8% | -9.8% | -4.0% | -12.8% |
| 1Y | -18.3% | -26.2% | +7.9% | -14.8% |
| 3Y | -7.2% | -36.2% | +29.0% | -1.8% |
| 5Y | +7.3% | -38.3% | +45.7% | +12.4% |
| All | +197.7% | -3.7% | +201.3% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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