+336.7%
COP vs AON
+233.0%
+103.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | +4.4% | +1.0% | +3.4% | +3.9% |
| 30D | 0.0% | +23.2% | -23.2% | -9.5% |
| 3M | +15.0% | -5.0% | +20.0% | +16.6% |
| 6M | +22.0% | +9.3% | +12.7% | +14.8% |
| YTD | +55.3% | -3.4% | +58.8% | +53.9% |
| 1Y | +64.1% | -2.9% | +67.0% | +62.0% |
| 3Y | +34.1% | +3.6% | +30.4% | +24.2% |
| 5Y | +133.4% | +16.9% | +116.5% | +94.6% |
| All | +336.7% | +233.0% | +103.7% | +90.8% |
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