+197.7%
AON vs COO
+17.0%
+180.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -6.3% | -22.5% | +16.2% | +0.6% |
| 30D | -14.1% | -29.7% | +15.6% | -5.0% |
| 3M | -9.5% | -20.1% | +10.7% | -3.8% |
| 6M | -4.0% | -26.9% | +22.9% | +4.5% |
| YTD | -13.8% | -34.2% | +20.4% | -3.2% |
| 1Y | -18.3% | -21.3% | +3.0% | -13.6% |
| 3Y | -7.2% | -38.7% | +31.5% | +2.9% |
| 5Y | +7.3% | -52.2% | +59.6% | +27.8% |
| All | +197.7% | +17.0% | +180.7% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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