+592.2%
CIEN vs AON
-6.9%
+599.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -2.1% |
| 7D | -4.6% | -7.9% | +3.4% | -7.1% |
| 30D | -12.8% | -14.6% | +1.8% | -16.9% |
| 3M | -23.1% | -7.9% | -15.2% | -24.8% |
| 6M | +6.1% | -8.0% | +14.1% | +4.8% |
| YTD | +44.5% | -13.2% | +57.8% | +42.7% |
| 1Y | +176.6% | -16.4% | +193.0% | +174.4% |
| All | +592.2% | -6.9% | +599.1% | +567.2% |
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