+333.5%
CAT vs AON
+13.7%
+319.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +5.6% | -3.2% | +8.8% | +5.9% |
| 30D | -2.3% | -11.9% | +9.5% | -1.2% |
| 3M | -10.0% | -2.9% | -7.1% | -10.4% |
| 6M | +21.2% | -6.8% | +28.1% | +21.5% |
| YTD | +44.4% | -10.1% | +54.5% | +45.6% |
| 1Y | +96.3% | -14.2% | +110.5% | +100.3% |
| 3Y | +203.9% | -3.3% | +207.2% | +197.6% |
| 5Y | +333.5% | +13.6% | +319.9% | +298.5% |
| All | +333.5% | +13.7% | +319.8% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling