+28.5%
CLS vs AON
-15.2%
+43.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -1.6% |
| 7D | +5.0% | -5.9% | +10.8% | -0.6% |
| 30D | +4.8% | -13.7% | +18.4% | -7.8% |
| 3M | -10.4% | -8.3% | -2.1% | -14.5% |
| 6M | +20.8% | -3.6% | +24.4% | +23.9% |
| YTD | +10.0% | -12.4% | +22.4% | +2.5% |
| 1Y | +28.5% | -14.6% | +43.2% | +14.7% |
| All | +28.5% | -15.2% | +43.7% | +14.7% |
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