+116.6%
CIEN vs AON
+1,768.1%
-1,651.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.0% | -5.2% |
| 7D | +15.3% | +1.0% | +14.2% | +14.8% |
| 30D | -22.0% | +23.2% | -45.2% | -29.0% |
| 3M | -36.6% | -5.0% | -31.6% | -36.6% |
| 6M | -51.5% | +9.3% | -60.8% | -55.0% |
| YTD | +20.0% | -3.4% | +23.4% | +14.8% |
| 1Y | +44.5% | -2.9% | +47.3% | +37.7% |
| 3Y | +539.0% | +3.6% | +535.4% | +476.0% |
| 5Y | +356.8% | +16.9% | +340.0% | +287.6% |
| 10Y | +1,190.4% | +234.4% | +956.1% | +560.2% |
| All | +116.6% | +1,768.1% | -1,651.5% | -52.0% |
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