+4,492.0%
COP vs AON
+5,128.2%
-636.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +3.0% | -9.1% | +12.1% | +5.6% |
| 30D | +17.5% | -10.2% | +27.7% | +20.9% |
| 3M | +13.4% | +0.5% | +12.9% | +12.6% |
| 6M | +17.7% | -4.8% | +22.6% | +18.5% |
| YTD | +46.6% | -8.0% | +54.6% | +48.5% |
| 1Y | +44.6% | -13.1% | +57.7% | +48.7% |
| 3Y | +20.7% | -1.3% | +22.0% | +18.1% |
| 5Y | +185.0% | +14.9% | +170.1% | +163.6% |
| 10Y | +347.0% | +214.9% | +132.1% | +217.4% |
| All | +4,492.0% | +5,128.2% | -636.2% | +1,948.8% |
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 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