+8.9%
CAT vs AON
+2.1%
+6.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.4% | -9.6% | -3.0% |
| 7D | -17.1% | +9.4% | -26.6% | -13.0% |
| 30D | -30.1% | +27.0% | -57.1% | -21.1% |
| 3M | -32.4% | -3.1% | -29.3% | -33.0% |
| 6M | -32.1% | +10.0% | -42.1% | -27.0% |
| YTD | +4.1% | -1.6% | +5.7% | +7.4% |
| 1Y | +8.9% | +0.9% | +8.0% | +14.0% |
| All | +8.9% | +2.1% | +6.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling