+8.0%
AON vs CP
+30.0%
-22.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.2% |
| 7D | -7.9% | +0.6% | -8.5% | -8.1% |
| 30D | -14.6% | -0.5% | -14.2% | -14.5% |
| 3M | -7.9% | +0.1% | -8.0% | -8.0% |
| 6M | -8.0% | +7.8% | -15.8% | -10.1% |
| YTD | -13.2% | +22.9% | -36.1% | -18.6% |
| 1Y | -16.4% | +21.3% | -37.7% | -21.4% |
| 3Y | -6.7% | +20.4% | -27.0% | -14.0% |
| 5Y | +8.0% | +34.9% | -26.9% | -6.7% |
| All | +8.0% | +30.0% | -22.0% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling