+7,715.0%
CME vs AON
+2,430.3%
+5,284.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | +3.9% | +1.0% | +2.9% | +3.5% |
| 30D | +11.3% | +23.2% | -11.8% | +1.1% |
| 3M | +19.6% | -5.0% | +24.6% | +21.5% |
| 6M | +8.1% | +9.3% | -1.3% | +2.7% |
| YTD | +20.4% | -3.4% | +23.8% | +19.9% |
| 1Y | +16.5% | -2.9% | +19.4% | +15.7% |
| 3Y | +66.4% | +3.6% | +62.8% | +56.4% |
| 5Y | +74.5% | +16.9% | +57.6% | +51.8% |
| 10Y | +308.5% | +234.4% | +74.1% | +100.4% |
| All | +7,715.0% | +2,430.3% | +5,284.7% | +1,757.1% |
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