+5,376.0%
AON vs COO
+5,406.0%
-29.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -2.4% | -2.3% | 0.0% | -2.2% |
| 30D | +22.8% | +13.3% | +9.5% | +21.8% |
| 3M | -5.3% | -18.1% | +12.7% | -4.2% |
| 6M | +8.4% | +6.7% | +1.7% | +7.8% |
| YTD | -3.9% | -23.2% | +19.3% | -2.4% |
| 1Y | -3.1% | -12.3% | +9.2% | -2.5% |
| 3Y | +3.0% | -23.6% | +26.5% | +4.1% |
| 5Y | +16.7% | -38.7% | +55.4% | +19.3% |
| 10Y | +232.6% | +42.2% | +190.4% | +224.6% |
| All | +5,376.0% | +5,406.0% | -29.9% | +4,723.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling