+4,850.5%
CL vs AON
+5,128.2%
-277.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.2% | -9.1% | +6.9% | -0.3% |
| 30D | -4.8% | -10.2% | +5.4% | -2.7% |
| 3M | +4.9% | +0.5% | +4.4% | +4.7% |
| 6M | -5.7% | -4.8% | -0.9% | -5.0% |
| YTD | +14.4% | -8.0% | +22.4% | +15.8% |
| 1Y | +8.7% | -13.1% | +21.8% | +11.4% |
| 3Y | +30.0% | -1.3% | +31.3% | +28.6% |
| 5Y | +28.4% | +14.9% | +13.4% | +22.0% |
| 10Y | +50.1% | +214.9% | -164.8% | +13.9% |
| All | +4,850.5% | +5,128.2% | -277.7% | +1,745.0% |
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