+1,528.1%
CCJ vs AON
+2,053.4%
-525.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.2% |
| 7D | -3.2% | -5.9% | +2.7% | -1.8% |
| 30D | -1.3% | -13.7% | +12.3% | +1.9% |
| 3M | +2.5% | -8.3% | +10.8% | +3.9% |
| 6M | -18.9% | -3.6% | -15.2% | -19.2% |
| YTD | +6.5% | -12.4% | +18.8% | +7.9% |
| 1Y | +22.8% | -14.6% | +37.5% | +24.9% |
| 3Y | +164.5% | -5.7% | +170.2% | +158.8% |
| 5Y | +303.7% | +9.1% | +294.6% | +279.3% |
| 10Y | +1,064.0% | +208.7% | +855.3% | +743.8% |
| All | +1,528.1% | +2,053.4% | -525.2% | +697.6% |
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