+5,401.4%
CL vs AON
+5,356.5%
+44.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.6% | +1.9% | +0.7% | +2.2% |
| 30D | +11.8% | +23.3% | -11.5% | +6.8% |
| 3M | +5.9% | -5.5% | +11.4% | +7.0% |
| 6M | +13.3% | +8.0% | +5.3% | +11.2% |
| YTD | +27.1% | -4.0% | +31.1% | +27.4% |
| 1Y | +28.0% | -1.7% | +29.7% | +27.7% |
| 3Y | +39.4% | +2.9% | +36.5% | +36.6% |
| 5Y | +40.8% | +17.2% | +23.5% | +33.2% |
| 10Y | +84.9% | +225.8% | -140.9% | +39.2% |
| All | +5,401.4% | +5,356.5% | +44.9% | +1,930.0% |
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