+8.0%
AON vs CNH
+12.3%
-4.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.8% |
| 7D | -7.9% | +1.8% | -9.7% | -8.1% |
| 30D | -14.6% | +32.6% | -47.3% | -17.6% |
| 3M | -7.9% | +29.4% | -37.3% | -11.1% |
| 6M | -8.0% | +26.0% | -34.0% | -11.2% |
| YTD | -13.2% | +52.2% | -65.4% | -18.9% |
| 1Y | -16.4% | +23.9% | -40.3% | -19.4% |
| 3Y | -6.7% | +10.1% | -16.8% | -9.1% |
| 5Y | +8.0% | +13.2% | -5.1% | +1.9% |
| All | +8.0% | +12.3% | -4.3% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling