+6.8%
CAT vs AON
-2.2%
+9.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | +1.7% | -2.4% | +4.1% | +0.5% |
| 30D | -24.6% | +22.8% | -47.4% | -16.4% |
| 3M | -28.5% | -5.3% | -23.2% | -29.9% |
| 6M | -34.8% | +8.4% | -43.2% | -30.7% |
| YTD | +5.9% | -3.9% | +9.8% | +8.2% |
| 1Y | +6.8% | -3.1% | +9.9% | +9.2% |
| All | +6.8% | -2.2% | +9.0% | +9.2% |
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