+5,363.3%
AON vs CP
+7,892.9%
-2,529.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +0.7% | +2.8% | -2.1% | 0.0% |
| 30D | +23.1% | +11.3% | +11.8% | +19.5% |
| 3M | -6.0% | +2.9% | -8.9% | -6.8% |
| 6M | +7.9% | +9.8% | -1.9% | +5.0% |
| YTD | -4.1% | +28.5% | -32.7% | -11.1% |
| 1Y | -2.3% | +33.5% | -35.8% | -10.4% |
| 3Y | +3.4% | +31.9% | -28.5% | -6.2% |
| 5Y | +17.1% | +25.5% | -8.4% | +6.7% |
| 10Y | +230.6% | +257.6% | -27.0% | +124.0% |
| All | +5,363.3% | +7,892.9% | -2,529.6% | +1,394.3% |
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 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