+57.3%
CL vs AON
+200.0%
-142.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | -2.3% | -7.9% | +5.6% | -0.1% |
| 30D | -5.5% | -14.6% | +9.1% | -1.5% |
| 3M | +0.8% | -7.9% | +8.7% | +2.9% |
| 6M | -4.2% | -8.0% | +3.8% | -2.5% |
| YTD | +13.4% | -13.2% | +26.7% | +17.1% |
| 1Y | +7.1% | -16.4% | +23.5% | +11.6% |
| 3Y | +29.0% | -6.7% | +35.7% | +28.9% |
| 5Y | +28.3% | +8.0% | +20.3% | +21.4% |
| 10Y | +57.3% | +205.6% | -148.3% | +9.5% |
| All | +57.3% | +200.0% | -142.7% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling