+193.3%
COP vs AON
+9.3%
+184.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.8% |
| 7D | -0.5% | -7.9% | +7.4% | +1.1% |
| 30D | +11.7% | -14.6% | +26.4% | +15.0% |
| 3M | +17.7% | -7.9% | +25.6% | +18.9% |
| 6M | +18.3% | -8.0% | +26.3% | +19.4% |
| YTD | +49.1% | -13.2% | +62.3% | +52.2% |
| 1Y | +53.3% | -16.4% | +69.7% | +57.8% |
| 3Y | +22.2% | -6.7% | +28.8% | +22.1% |
| 5Y | +193.3% | +8.0% | +185.3% | +182.6% |
| All | +193.3% | +9.3% | +184.0% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling