+202.6%
AON vs CRL
+249.3%
-46.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | -5.9% | -6.9% | +1.1% | -4.6% |
| 30D | -13.7% | -3.2% | -10.5% | -13.1% |
| 3M | -8.3% | +46.5% | -54.8% | -15.2% |
| 6M | -3.6% | +63.1% | -66.7% | -13.5% |
| YTD | -12.4% | +36.9% | -49.2% | -18.8% |
| 1Y | -14.6% | +78.1% | -92.8% | -25.5% |
| 3Y | -5.7% | +36.7% | -42.4% | -17.1% |
| 5Y | +9.1% | -38.1% | +47.2% | +17.5% |
| All | +202.6% | +249.3% | -46.7% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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