-29.6%
CLS vs AON
+2.1%
-31.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.4% | -13.4% | -5.0% |
| 7D | -21.1% | +9.4% | -30.6% | -13.8% |
| 30D | -38.2% | +27.0% | -65.2% | -22.5% |
| 3M | -36.3% | -3.1% | -33.2% | -36.1% |
| 6M | -43.8% | +10.0% | -53.8% | -34.3% |
| YTD | -20.0% | -1.6% | -18.4% | -14.9% |
| 1Y | -29.6% | +0.9% | -30.5% | -22.3% |
| All | -29.6% | +2.1% | -31.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling