-3.3%
AON vs CP
+20.4%
-23.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | -11.9% | -0.5% | -11.3% | -11.8% |
| 3M | -2.9% | +1.4% | -4.3% | -3.0% |
| 6M | -6.8% | +10.3% | -17.1% | -8.2% |
| YTD | -10.1% | +24.3% | -34.4% | -13.1% |
| 1Y | -14.2% | +20.4% | -34.7% | -16.8% |
| 3Y | -3.3% | +21.8% | -25.0% | -6.3% |
| All | -3.3% | +20.4% | -23.7% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling