-13.1%
AON vs CP
+19.9%
-33.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -9.1% | -2.7% | -6.4% | -8.8% |
| 30D | -10.2% | +0.2% | -10.4% | -10.2% |
| 3M | +0.5% | +2.6% | -2.1% | +0.4% |
| 6M | -4.8% | +6.0% | -10.8% | -4.9% |
| YTD | -8.0% | +24.9% | -32.9% | -10.5% |
| 1Y | -13.1% | +20.1% | -33.2% | -14.6% |
| All | -13.1% | +19.9% | -33.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling