+232.6%
AON vs CP
+251.7%
-19.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | +22.8% | +9.6% | +13.2% | +18.8% |
| 3M | -5.3% | +2.2% | -7.6% | -6.2% |
| 6M | +8.4% | +11.1% | -2.7% | +4.1% |
| YTD | -3.9% | +28.2% | -32.1% | -13.0% |
| 1Y | -3.1% | +32.2% | -35.3% | -13.4% |
| 3Y | +3.0% | +35.5% | -32.5% | -11.3% |
| 5Y | +16.7% | +26.8% | -10.1% | +1.6% |
| 10Y | +232.6% | +256.9% | -24.3% | +101.4% |
| All | +232.6% | +251.7% | -19.1% | +101.4% |
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