+9.3%
CAT vs AON
-2.6%
+11.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.1% |
| 7D | +7.4% | +1.0% | +6.4% | +8.0% |
| 30D | -19.7% | +23.2% | -42.9% | -10.8% |
| 3M | -29.6% | -5.0% | -24.6% | -30.9% |
| 6M | -33.2% | +9.3% | -42.5% | -28.7% |
| YTD | +5.7% | -3.4% | +9.1% | +8.5% |
| 1Y | +9.3% | -2.9% | +12.2% | +12.7% |
| All | +9.3% | -2.6% | +11.9% | +12.7% |
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