+197.7%
AON vs CNI
+138.2%
+59.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -14.1% | -2.7% | -11.4% | -13.2% |
| 3M | -9.5% | +3.9% | -13.4% | -11.0% |
| 6M | -4.0% | +16.4% | -20.4% | -10.3% |
| YTD | -13.8% | +25.8% | -39.6% | -22.4% |
| 1Y | -18.3% | +32.4% | -50.7% | -28.2% |
| 3Y | -7.2% | +19.1% | -26.3% | -16.4% |
| 5Y | +7.3% | +13.6% | -6.2% | -2.7% |
| All | +197.7% | +138.2% | +59.4% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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