+153.7%
CAT vs AON
+3.1%
+150.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -6.3% | +1.9% | -8.2% | -5.9% |
| 30D | -26.8% | +23.3% | -50.1% | -24.2% |
| 3M | -30.0% | -5.5% | -24.5% | -30.1% |
| 6M | -34.6% | +8.0% | -42.6% | -33.7% |
| YTD | +2.9% | -4.0% | +6.9% | +4.8% |
| 1Y | +3.3% | -1.7% | +5.0% | +4.9% |
| 3Y | +153.7% | +2.9% | +150.8% | +152.4% |
| All | +153.7% | +3.1% | +150.5% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling