+626.9%
CEG vs AON
+15.0%
+612.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.1% |
| 7D | +1.3% | -7.9% | +9.2% | +2.8% |
| 30D | +8.8% | -14.6% | +23.5% | +11.8% |
| 3M | +17.0% | -7.9% | +24.9% | +17.9% |
| 6M | -8.7% | -8.0% | -0.7% | -8.3% |
| YTD | -16.4% | -13.2% | -3.2% | -14.9% |
| 1Y | -1.8% | -16.4% | +14.7% | +1.1% |
| 3Y | +175.8% | -6.7% | +182.4% | +169.1% |
| All | +626.9% | +15.0% | +612.0% | +578.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling