+1,157.1%
CAT vs AON
+200.0%
+957.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.3% |
| 7D | +2.9% | -7.9% | +10.9% | +5.7% |
| 30D | -2.6% | -14.6% | +12.0% | +2.2% |
| 3M | -10.7% | -7.9% | -2.8% | -9.5% |
| 6M | +16.1% | -8.0% | +24.2% | +16.8% |
| YTD | +43.2% | -13.2% | +56.5% | +46.7% |
| 1Y | +96.8% | -16.4% | +113.3% | +103.9% |
| 3Y | +201.4% | -6.7% | +208.0% | +191.2% |
| 5Y | +332.7% | +8.0% | +324.7% | +279.3% |
| 10Y | +1,157.1% | +205.6% | +951.5% | +496.5% |
| All | +1,157.1% | +200.0% | +957.1% | +496.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling