+7.3%
AON vs COPX
+163.4%
-156.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -6.3% | -2.3% | -4.0% | -6.2% |
| 30D | -14.1% | +0.3% | -14.4% | -14.2% |
| 3M | -9.5% | +6.8% | -16.3% | -9.8% |
| 6M | -4.0% | +7.9% | -12.0% | -4.8% |
| YTD | -13.8% | +23.7% | -37.5% | -16.3% |
| 1Y | -18.3% | +71.5% | -89.8% | -24.0% |
| 3Y | -7.2% | +149.1% | -156.3% | -20.2% |
| All | +7.3% | +163.4% | -156.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling