+6,781.2%
CME vs AON
+2,310.3%
+4,470.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -1.6% | -9.1% | +7.5% | +2.4% |
| 30D | +6.2% | -10.2% | +16.5% | +11.2% |
| 3M | +10.4% | +0.5% | +9.9% | +9.4% |
| 6M | -9.5% | -4.8% | -4.7% | -8.5% |
| YTD | +6.0% | -8.0% | +14.0% | +8.3% |
| 1Y | +9.3% | -13.1% | +22.3% | +14.4% |
| 3Y | +57.7% | -1.3% | +58.9% | +51.9% |
| 5Y | +77.7% | +14.9% | +62.8% | +55.7% |
| 10Y | +281.2% | +214.9% | +66.3% | +92.7% |
| All | +6,781.2% | +2,310.3% | +4,470.8% | +1,577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling