-46.7%
CMCSA vs AON
+9.0%
-55.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.0% |
| 7D | -5.6% | -5.9% | +0.3% | -3.6% |
| 30D | -1.9% | -13.7% | +11.8% | +2.9% |
| 3M | +6.4% | -8.3% | +14.7% | +9.4% |
| 6M | -16.9% | -3.6% | -13.3% | -16.1% |
| YTD | -6.8% | -12.4% | +5.6% | -3.2% |
| 1Y | -15.9% | -14.6% | -1.2% | -12.0% |
| 3Y | -33.4% | -5.7% | -27.7% | -33.2% |
| 5Y | -46.7% | +9.1% | -55.8% | -51.9% |
| All | -46.7% | +9.0% | -55.7% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling