+76.1%
CME vs AON
+9.3%
+66.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.2% |
| 7D | -0.6% | -7.9% | +7.3% | +1.6% |
| 30D | +4.7% | -14.6% | +19.3% | +9.1% |
| 3M | +7.8% | -7.9% | +15.7% | +9.8% |
| 6M | -11.0% | -8.0% | -3.0% | -9.5% |
| YTD | +4.0% | -13.2% | +17.2% | +7.3% |
| 1Y | +9.1% | -16.4% | +25.5% | +13.7% |
| 3Y | +52.3% | -6.7% | +58.9% | +51.9% |
| 5Y | +76.1% | +8.0% | +68.1% | +62.2% |
| All | +76.1% | +9.3% | +66.8% | +62.2% |
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