+7,895.4%
CI vs AON
+5,388.5%
+2,506.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.3% |
| 7D | +1.2% | +1.0% | +0.1% | +0.8% |
| 30D | +2.6% | +23.2% | -20.6% | -4.9% |
| 3M | +7.4% | -5.0% | +12.4% | +9.0% |
| 6M | -0.1% | +9.3% | -9.5% | -3.9% |
| YTD | +9.7% | -3.4% | +13.1% | +9.7% |
| 1Y | +12.1% | -2.9% | +15.0% | +11.9% |
| 3Y | +7.0% | +3.6% | +3.4% | +2.7% |
| 5Y | +49.7% | +16.9% | +32.8% | +35.9% |
| 10Y | +147.2% | +234.4% | -87.2% | +50.8% |
| All | +7,895.4% | +5,388.5% | +2,506.9% | +1,489.3% |
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