+415.5%
AON vs CNH
+36.2%
+379.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.0% | +3.0% | -2.0% | +0.3% |
| 30D | +23.2% | -0.6% | +23.8% | +23.0% |
| 3M | -5.0% | +14.6% | -19.6% | -8.2% |
| 6M | +9.3% | +11.8% | -2.4% | +5.5% |
| YTD | -3.4% | +30.4% | -33.8% | -10.5% |
| 1Y | -2.9% | +19.1% | -21.9% | -8.4% |
| 3Y | +3.6% | +30.2% | -26.5% | -6.9% |
| 5Y | +16.9% | -17.8% | +34.7% | +14.2% |
| 10Y | +234.4% | +103.9% | +130.4% | +148.8% |
| All | +415.5% | +36.2% | +379.3% | +304.1% |
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