+202.6%
AON vs CP
+230.5%
-27.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | -5.9% | -2.7% | -3.2% | -5.0% |
| 30D | -13.7% | -3.4% | -10.3% | -12.6% |
| 3M | -8.3% | -0.6% | -7.7% | -8.2% |
| 6M | -3.6% | +6.3% | -9.9% | -6.2% |
| YTD | -12.4% | +21.2% | -33.5% | -19.0% |
| 1Y | -14.6% | +20.0% | -34.7% | -21.0% |
| 3Y | -5.7% | +18.7% | -24.4% | -14.5% |
| 5Y | +9.1% | +34.8% | -25.6% | -7.8% |
| All | +202.6% | +230.5% | -27.9% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling