+5,376.0%
AON vs CP
+7,870.8%
-2,494.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +22.8% | +9.6% | +13.2% | +19.8% |
| 3M | -5.3% | +2.2% | -7.6% | -6.0% |
| 6M | +8.4% | +11.1% | -2.7% | +5.1% |
| YTD | -3.9% | +28.2% | -32.1% | -10.8% |
| 1Y | -3.1% | +32.2% | -35.3% | -10.9% |
| 3Y | +3.0% | +35.5% | -32.5% | -7.3% |
| 5Y | +16.7% | +26.8% | -10.1% | +6.1% |
| 10Y | +232.6% | +256.9% | -24.3% | +125.6% |
| All | +5,376.0% | +7,870.8% | -2,494.8% | +1,398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling