+37.4%
CMI vs AON
-16.9%
+54.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +0.6% |
| 7D | -0.7% | -6.3% | +5.6% | -3.2% |
| 30D | -12.4% | -14.1% | +1.7% | -17.3% |
| 3M | -14.8% | -9.5% | -5.3% | -16.8% |
| 6M | +0.8% | -4.0% | +4.8% | +0.7% |
| YTD | +10.2% | -13.8% | +24.0% | +7.9% |
| 1Y | +37.4% | -18.3% | +55.7% | +35.9% |
| All | +37.4% | -16.9% | +54.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling