+3,994.3%
CMG vs AON
+966.3%
+3,028.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -0.8% |
| 7D | -6.5% | -7.9% | +1.5% | -2.6% |
| 30D | +12.1% | -14.6% | +26.7% | +20.8% |
| 3M | +20.6% | -7.9% | +28.5% | +24.7% |
| 6M | +2.1% | -8.0% | +10.1% | +5.3% |
| YTD | -2.6% | -13.2% | +10.6% | +2.8% |
| 1Y | -8.7% | -16.4% | +7.7% | -2.0% |
| 3Y | -7.4% | -6.7% | -0.7% | -8.3% |
| 5Y | -5.7% | +8.0% | -13.7% | -14.4% |
| 10Y | +322.3% | +205.6% | +116.7% | +115.6% |
| All | +3,994.3% | +966.3% | +3,028.1% | +1,032.1% |
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