+202.6%
AON vs CNH
+157.1%
+45.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.5% |
| 7D | -5.9% | -2.5% | -3.4% | -5.5% |
| 30D | -13.7% | +27.0% | -40.7% | -17.7% |
| 3M | -8.3% | +32.6% | -40.9% | -13.7% |
| 6M | -3.6% | +23.6% | -27.2% | -8.7% |
| YTD | -12.4% | +47.8% | -60.2% | -20.3% |
| 1Y | -14.6% | +21.3% | -35.9% | -19.3% |
| 3Y | -5.7% | +7.0% | -12.7% | -10.5% |
| 5Y | +9.1% | +10.2% | -1.0% | +0.3% |
| All | +202.6% | +157.1% | +45.6% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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