+8.0%
AON vs CRL
-37.6%
+45.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -3.4% |
| 7D | -7.9% | -4.6% | -3.3% | -7.3% |
| 30D | -14.6% | +0.5% | -15.1% | -14.7% |
| 3M | -7.9% | +46.6% | -54.5% | -12.7% |
| 6M | -8.0% | +57.3% | -65.3% | -14.0% |
| YTD | -13.2% | +39.5% | -52.8% | -17.8% |
| 1Y | -16.4% | +76.9% | -93.3% | -23.8% |
| 3Y | -6.7% | +39.4% | -46.0% | -14.7% |
| 5Y | +8.0% | -37.2% | +45.2% | +23.4% |
| All | +8.0% | -37.6% | +45.6% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling