+5,523.6%
COF vs AON
+3,453.9%
+2,069.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.4% |
| 7D | -6.1% | -5.9% | -0.2% | -2.6% |
| 30D | -5.2% | -13.7% | +8.5% | +3.0% |
| 3M | +17.0% | -8.3% | +25.3% | +21.7% |
| 6M | +12.9% | -3.6% | +16.5% | +13.4% |
| YTD | -13.5% | -12.4% | -1.2% | -8.6% |
| 1Y | -5.9% | -14.6% | +8.8% | +0.8% |
| 3Y | +117.1% | -5.7% | +122.8% | +113.2% |
| 5Y | +45.4% | +9.1% | +36.2% | +28.4% |
| 10Y | +244.1% | +208.7% | +35.4% | +61.1% |
| All | +5,523.6% | +3,453.9% | +2,069.8% | +646.5% |
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 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