+147.9%
CIEN vs AON
+1,679.5%
-1,531.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -15.2% | -9.1% | -6.1% | -12.1% |
| 30D | -21.5% | -10.2% | -11.2% | -18.4% |
| 3M | -40.1% | +0.5% | -40.6% | -41.4% |
| 6M | -6.6% | -4.8% | -1.7% | -7.8% |
| YTD | +37.3% | -8.0% | +45.2% | +36.0% |
| 1Y | +174.5% | -13.1% | +187.6% | +177.1% |
| 3Y | +562.3% | -1.3% | +563.6% | +517.3% |
| 5Y | +463.9% | +14.9% | +449.0% | +386.8% |
| 10Y | +1,302.4% | +214.9% | +1,087.5% | +646.6% |
| All | +147.9% | +1,679.5% | -1,531.6% | -43.1% |
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