-3.6%
AON vs COPX
+7.1%
-10.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | -0.1% |
| 7D | -5.9% | -2.9% | -3.0% | -6.2% |
| 30D | -13.7% | 0.0% | -13.7% | -13.5% |
| 3M | -8.3% | +14.8% | -23.1% | -5.6% |
| 6M | -3.6% | +7.0% | -10.7% | -0.9% |
| All | -3.6% | +7.1% | -10.7% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling