+355.8%
CIEN vs AON
+17.1%
+338.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.0% | -4.5% |
| 7D | +15.3% | +1.0% | +14.2% | +15.3% |
| 30D | -22.0% | +23.2% | -45.2% | -22.1% |
| 3M | -36.6% | -5.0% | -31.6% | -36.0% |
| 6M | -51.5% | +9.3% | -60.8% | -52.3% |
| YTD | +20.0% | -3.4% | +23.4% | +20.6% |
| 1Y | +44.5% | -2.9% | +47.3% | +44.7% |
| 3Y | +539.0% | +3.6% | +535.4% | +505.7% |
| All | +355.8% | +17.1% | +338.7% | +269.9% |
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