+13.6%
AON vs CMS
+26.5%
-12.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | -3.2% | +1.2% | -4.4% | -3.7% |
| 30D | -11.9% | -3.2% | -8.7% | -10.8% |
| 3M | -2.9% | -2.2% | -0.7% | -2.0% |
| 6M | -6.8% | -9.4% | +2.6% | -3.4% |
| YTD | -10.1% | +0.7% | -10.8% | -10.9% |
| 1Y | -14.2% | +0.4% | -14.6% | -14.9% |
| 3Y | -3.3% | +35.2% | -38.4% | -15.1% |
| 5Y | +13.6% | +24.1% | -10.5% | +3.8% |
| All | +13.6% | +26.5% | -12.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling