+700.3%
CAT vs AON
+226.6%
+473.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +1.7% | -2.4% | +4.1% | +2.5% |
| 30D | -24.6% | +22.8% | -47.4% | -29.6% |
| 3M | -28.5% | -5.3% | -23.2% | -27.7% |
| 6M | -34.8% | +8.4% | -43.2% | -38.0% |
| YTD | +5.9% | -3.9% | +9.8% | +4.5% |
| 1Y | +6.8% | -3.1% | +9.9% | +4.8% |
| 3Y | +161.1% | +3.0% | +158.1% | +143.6% |
| 5Y | +213.4% | +16.7% | +196.7% | +168.8% |
| 10Y | +700.3% | +232.6% | +467.7% | +262.9% |
| All | +700.3% | +226.6% | +473.8% | +262.9% |
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