-2.7%
CEG vs AON
-13.5%
+10.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +4.5% |
| 7D | +8.0% | -9.1% | +17.1% | +4.7% |
| 30D | +12.9% | -10.2% | +23.2% | +8.9% |
| 3M | +13.2% | +0.5% | +12.7% | +14.5% |
| 6M | -7.0% | -4.8% | -2.2% | -6.7% |
| YTD | -15.0% | -8.0% | -7.0% | -16.5% |
| 1Y | -2.7% | -13.1% | +10.3% | -2.0% |
| All | -2.7% | -13.5% | +10.8% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling