+233.5%
AON vs COO
+41.7%
+191.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.4% | -2.3% | 0.0% | -1.7% |
| 30D | +22.8% | +13.3% | +9.5% | +18.4% |
| 3M | -5.3% | -18.1% | +12.7% | 0.0% |
| 6M | +8.4% | +6.7% | +1.7% | +5.5% |
| YTD | -3.9% | -23.2% | +19.3% | +3.0% |
| 1Y | -3.1% | -12.3% | +9.2% | -0.5% |
| 3Y | +3.0% | -23.6% | +26.5% | +6.5% |
| 5Y | +16.7% | -38.7% | +55.4% | +28.4% |
| All | +233.5% | +41.7% | +191.8% | +183.0% |
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