+412.8%
AON vs CNH
+42.8%
+370.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -2.4% | +6.7% | -9.0% | -3.7% |
| 30D | +22.8% | +7.2% | +15.6% | +20.9% |
| 3M | -5.3% | +17.5% | -22.8% | -8.9% |
| 6M | +8.4% | +15.0% | -6.6% | +4.1% |
| YTD | -3.9% | +36.8% | -40.7% | -11.7% |
| 1Y | -3.1% | +27.6% | -30.7% | -9.8% |
| 3Y | +3.0% | +34.3% | -31.4% | -8.0% |
| 5Y | +16.7% | -12.2% | +28.9% | +12.5% |
| 10Y | +232.6% | +113.9% | +118.8% | +145.4% |
| All | +412.8% | +42.8% | +370.0% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling