-7.1%
CMG vs AON
-7.5%
+0.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | -2.1% | -6.3% | +4.3% | -0.6% |
| 30D | +10.9% | -14.1% | +25.0% | +14.7% |
| 3M | +15.8% | -9.5% | +25.3% | +17.9% |
| 6M | +6.9% | -4.0% | +11.0% | +7.4% |
| YTD | -2.2% | -13.8% | +11.6% | +0.3% |
| 1Y | -7.1% | -18.3% | +11.2% | -3.7% |
| 3Y | -7.1% | -7.2% | +0.1% | -2.2% |
| All | -7.1% | -7.5% | +0.4% | -2.2% |
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 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