+19,212.2%
CAT vs AON
+5,309.2%
+13,903.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +9.3% | -3.2% | +12.5% | +10.5% |
| 30D | -21.5% | +21.7% | -43.2% | -26.9% |
| 3M | -29.1% | -5.1% | -24.0% | -28.5% |
| 6M | -33.4% | +5.9% | -39.3% | -36.1% |
| YTD | +6.6% | -4.8% | +11.4% | +4.9% |
| 1Y | +6.5% | -4.1% | +10.6% | +4.5% |
| 3Y | +162.7% | +2.0% | +160.7% | +147.4% |
| 5Y | +214.2% | +15.2% | +199.0% | +179.5% |
| 10Y | +705.2% | +229.5% | +475.7% | +384.8% |
| All | +19,212.2% | +5,309.2% | +13,903.0% | +4,395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling