+161.4%
CCJ vs AON
-5.9%
+167.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -2.8% |
| 7D | -3.2% | -5.9% | +2.7% | -4.4% |
| 30D | -1.3% | -13.7% | +12.3% | -4.3% |
| 3M | +2.5% | -8.3% | +10.8% | +0.9% |
| 6M | -18.9% | -3.6% | -15.2% | -19.2% |
| YTD | +6.5% | -12.4% | +18.8% | +5.6% |
| 1Y | +22.8% | -14.6% | +37.5% | +22.4% |
| All | +161.4% | -5.9% | +167.3% | +159.1% |
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