+9.1%
AON vs CLX
-37.2%
+46.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | -5.9% | -5.9% | 0.0% | -4.9% |
| 30D | -13.7% | -17.0% | +3.4% | -11.0% |
| 3M | -8.3% | -9.6% | +1.3% | -6.8% |
| 6M | -3.6% | -21.5% | +17.9% | -0.1% |
| YTD | -12.4% | -8.8% | -3.5% | -11.6% |
| 1Y | -14.6% | -24.7% | +10.0% | -11.2% |
| 3Y | -5.7% | -35.6% | +29.9% | -0.4% |
| 5Y | +9.1% | -37.6% | +46.8% | +7.4% |
| All | +9.1% | -37.2% | +46.4% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling