+203.9%
CAT vs AON
-3.6%
+207.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +0.8% |
| 7D | +5.6% | -3.2% | +8.8% | +5.2% |
| 30D | -2.3% | -11.9% | +9.5% | -3.6% |
| 3M | -10.0% | -2.9% | -7.1% | -10.3% |
| 6M | +21.2% | -6.8% | +28.1% | +21.3% |
| YTD | +44.4% | -10.1% | +54.5% | +45.1% |
| 1Y | +96.3% | -14.2% | +110.5% | +99.1% |
| 3Y | +203.9% | -3.3% | +207.2% | +205.4% |
| All | +203.9% | -3.6% | +207.6% | +205.4% |
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