+51.6%
CME vs AON
-6.9%
+58.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -0.6% | -7.9% | +7.3% | +0.8% |
| 30D | +4.7% | -14.6% | +19.3% | +7.6% |
| 3M | +7.8% | -7.9% | +15.7% | +9.2% |
| 6M | -11.0% | -8.0% | -3.0% | -9.9% |
| YTD | +4.0% | -13.2% | +17.2% | +6.2% |
| 1Y | +9.1% | -16.4% | +25.5% | +12.0% |
| All | +51.6% | -6.9% | +58.5% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling