+337.5%
COP vs AON
+209.9%
+127.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +1.0% | -5.9% | +6.9% | +3.8% |
| 30D | +9.6% | -13.7% | +23.2% | +16.6% |
| 3M | +15.0% | -8.3% | +23.3% | +18.4% |
| 6M | +21.8% | -3.6% | +25.4% | +21.7% |
| YTD | +49.6% | -12.4% | +62.0% | +55.8% |
| 1Y | +49.9% | -14.6% | +64.5% | +57.7% |
| 3Y | +22.6% | -5.7% | +28.3% | +19.1% |
| 5Y | +193.6% | +9.1% | +184.5% | +151.0% |
| All | +337.5% | +209.9% | +127.7% | +96.4% |
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