+520.6%
CIEN vs AON
+9.0%
+511.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +5.4% | -5.9% | +11.3% | +5.7% |
| 30D | -13.7% | -13.7% | 0.0% | -13.0% |
| 3M | -23.0% | -8.3% | -14.7% | -23.3% |
| 6M | -0.8% | -3.6% | +2.8% | -2.5% |
| YTD | +43.1% | -12.4% | +55.4% | +43.4% |
| 1Y | +157.6% | -14.6% | +172.3% | +159.7% |
| 3Y | +593.8% | -5.7% | +599.5% | +556.5% |
| 5Y | +520.6% | +9.1% | +511.4% | +404.4% |
| All | +520.6% | +9.0% | +511.6% | +404.4% |
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