+205.6%
AON vs CMS
+116.0%
+89.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | -14.6% | -1.3% | -13.4% | -14.2% |
| 3M | -7.9% | -5.4% | -2.5% | -5.8% |
| 6M | -8.0% | -10.3% | +2.3% | -4.1% |
| YTD | -13.2% | -0.2% | -13.0% | -13.7% |
| 1Y | -16.4% | -0.9% | -15.6% | -16.6% |
| 3Y | -6.7% | +34.0% | -40.6% | -18.4% |
| 5Y | +8.0% | +23.6% | -15.5% | -3.2% |
| 10Y | +205.6% | +122.2% | +83.4% | +136.7% |
| All | +205.6% | +116.0% | +89.6% | +136.7% |
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