+1,359.4%
AON vs CRL
+1,379.5%
-20.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -9.1% | -1.0% | -8.1% | -8.9% |
| 30D | -10.2% | +10.7% | -20.9% | -12.1% |
| 3M | +0.5% | +55.3% | -54.8% | -8.5% |
| 6M | -4.8% | +60.7% | -65.5% | -14.7% |
| YTD | -8.0% | +44.6% | -52.6% | -16.0% |
| 1Y | -13.1% | +77.7% | -90.8% | -24.4% |
| 3Y | -1.3% | +37.6% | -38.9% | -13.6% |
| 5Y | +14.9% | -35.8% | +50.7% | +16.8% |
| 10Y | +214.9% | +241.7% | -26.8% | +112.0% |
| All | +1,359.4% | +1,379.5% | -20.1% | +608.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling