+242.0%
COF vs AON
+204.8%
+37.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.6% |
| 7D | -5.1% | -6.3% | +1.2% | -1.3% |
| 30D | -6.0% | -14.1% | +8.1% | +2.5% |
| 3M | +14.8% | -9.5% | +24.3% | +20.4% |
| 6M | +15.3% | -4.0% | +19.3% | +15.8% |
| YTD | -13.0% | -13.8% | +0.8% | -7.0% |
| 1Y | -5.7% | -18.3% | +12.6% | +4.1% |
| 3Y | +118.1% | -7.2% | +125.3% | +115.0% |
| 5Y | +46.2% | +7.3% | +38.9% | +25.3% |
| All | +242.0% | +204.8% | +37.2% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling