+303.4%
CME vs AON
+233.0%
+70.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +3.9% | +1.0% | +2.9% | +3.5% |
| 30D | +11.3% | +23.2% | -11.8% | +2.8% |
| 3M | +19.6% | -5.0% | +24.6% | +21.2% |
| 6M | +8.1% | +9.3% | -1.3% | +3.6% |
| YTD | +20.4% | -3.4% | +23.8% | +20.2% |
| 1Y | +16.5% | -2.9% | +19.4% | +16.0% |
| 3Y | +66.4% | +3.6% | +62.8% | +58.3% |
| 5Y | +74.5% | +16.9% | +57.6% | +54.4% |
| All | +303.4% | +233.0% | +70.4% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling