+4,690.3%
COP vs AON
+5,309.2%
-618.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | +3.4% | -3.2% | +6.6% | +4.3% |
| 30D | -0.6% | +21.7% | -22.3% | -6.3% |
| 3M | +10.8% | -5.1% | +15.9% | +11.7% |
| 6M | +19.6% | +5.9% | +13.7% | +16.5% |
| YTD | +52.9% | -4.8% | +57.7% | +52.8% |
| 1Y | +62.2% | -4.1% | +66.3% | +61.6% |
| 3Y | +32.4% | +2.0% | +30.3% | +27.9% |
| 5Y | +129.7% | +15.2% | +114.6% | +111.7% |
| 10Y | +331.8% | +229.5% | +102.2% | +201.5% |
| All | +4,690.3% | +5,309.2% | -618.8% | +2,007.7% |
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