+3.6%
AON vs CRL
+97.9%
-94.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +23.2% | +11.9% | +11.3% | +22.0% |
| 3M | -5.0% | +20.2% | -25.2% | -6.5% |
| 6M | +9.3% | +107.5% | -98.2% | +3.4% |
| YTD | -3.4% | +69.4% | -72.8% | -7.7% |
| 1Y | -2.9% | +99.7% | -102.6% | -8.2% |
| 3Y | +3.6% | +98.8% | -95.1% | -1.1% |
| All | +3.6% | +97.9% | -94.3% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling