+134.7%
CEG vs AON
+3.5%
+131.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.6% |
| 7D | +12.1% | +1.0% | +11.1% | +12.2% |
| 30D | +0.2% | +23.2% | -22.9% | +1.8% |
| 3M | +0.7% | -5.0% | +5.7% | +1.1% |
| 6M | +2.2% | +9.3% | -7.1% | +2.8% |
| YTD | -20.3% | -3.4% | -16.9% | -19.3% |
| 1Y | -16.1% | -2.9% | -13.2% | -15.1% |
| 3Y | +134.7% | +3.6% | +131.0% | +142.5% |
| All | +134.7% | +3.5% | +131.2% | +142.5% |
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 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