+5,143.6%
AON vs CMS
+457.8%
+4,685.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -9.1% | +0.4% | -9.5% | -9.2% |
| 30D | -10.2% | -3.6% | -6.6% | -9.5% |
| 3M | +0.5% | -1.9% | +2.4% | +0.9% |
| 6M | -4.8% | -11.0% | +6.1% | -2.3% |
| YTD | -8.0% | +0.2% | -8.2% | -8.3% |
| 1Y | -13.1% | -1.3% | -11.8% | -13.0% |
| 3Y | -1.3% | +35.9% | -37.2% | -8.8% |
| 5Y | +14.9% | +23.1% | -8.2% | +8.3% |
| 10Y | +214.9% | +117.9% | +97.0% | +160.0% |
| All | +5,143.6% | +457.8% | +4,685.8% | +3,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling