+5,396.4%
CL vs AON
+5,359.9%
+36.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | +9.5% | +22.8% | -13.3% | +4.8% |
| 3M | +6.8% | -5.3% | +12.1% | +7.8% |
| 6M | +14.3% | +8.4% | +5.9% | +12.1% |
| YTD | +27.0% | -3.9% | +30.9% | +27.3% |
| 1Y | +26.3% | -3.1% | +29.4% | +26.3% |
| 3Y | +39.3% | +3.0% | +36.3% | +36.5% |
| 5Y | +41.5% | +16.7% | +24.8% | +34.0% |
| 10Y | +84.1% | +232.6% | -148.5% | +38.1% |
| All | +5,396.4% | +5,359.9% | +36.5% | +1,927.9% |
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 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