+232.6%
AON vs CMS
+137.8%
+94.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.4% | -1.1% | -1.2% | -1.9% |
| 30D | +22.8% | +6.6% | +16.2% | +19.6% |
| 3M | -5.3% | +0.8% | -6.2% | -5.7% |
| 6M | +8.4% | -3.3% | +11.7% | +9.8% |
| YTD | -3.9% | +2.7% | -6.6% | -5.5% |
| 1Y | -3.1% | -4.0% | +0.9% | -1.9% |
| 3Y | +3.0% | +37.6% | -34.6% | -10.9% |
| 5Y | +16.7% | +35.4% | -18.8% | +0.6% |
| 10Y | +232.6% | +136.0% | +96.6% | +160.4% |
| All | +232.6% | +137.8% | +94.9% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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