+28.1%
CL vs AON
+13.7%
+14.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -1.4% | -3.2% | +1.9% | -0.6% |
| 30D | -5.2% | -11.9% | +6.7% | -2.4% |
| 3M | +3.3% | -2.9% | +6.2% | +3.9% |
| 6M | -4.4% | -6.8% | +2.5% | -3.1% |
| YTD | +13.9% | -10.1% | +24.0% | +16.3% |
| 1Y | +7.6% | -14.2% | +21.9% | +11.1% |
| 3Y | +29.6% | -3.3% | +32.8% | +28.6% |
| 5Y | +28.1% | +13.6% | +14.5% | +22.1% |
| All | +28.1% | +13.7% | +14.3% | +22.1% |
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 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