+1,648.4%
AON vs CNI
+6,516.9%
-4,868.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | -9.5% | +3.9% | -13.4% | -10.8% |
| 6M | -4.0% | +16.4% | -20.4% | -9.5% |
| YTD | -13.8% | +25.8% | -39.6% | -21.2% |
| 1Y | -18.3% | +32.4% | -50.7% | -26.7% |
| 3Y | -7.2% | +19.1% | -26.3% | -14.8% |
| 5Y | +7.3% | +13.6% | -6.2% | -0.6% |
| 10Y | +203.6% | +136.8% | +66.8% | +114.2% |
| All | +1,648.4% | +6,516.9% | -4,868.4% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling