+42.7%
CI vs AON
+9.3%
+33.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +1.9% |
| 7D | -1.1% | -7.9% | +6.8% | +1.3% |
| 30D | +0.5% | -14.6% | +15.1% | +5.1% |
| 3M | -5.2% | -7.9% | +2.7% | -3.2% |
| 6M | +4.3% | -8.0% | +12.3% | +6.5% |
| YTD | +2.8% | -13.2% | +16.0% | +6.4% |
| 1Y | -5.8% | -16.4% | +10.6% | -1.3% |
| 3Y | +4.7% | -6.7% | +11.4% | +5.1% |
| 5Y | +42.7% | +8.0% | +34.7% | +30.7% |
| All | +42.7% | +9.3% | +33.4% | +30.7% |
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