+180.9%
COR vs AON
+9.3%
+171.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | -3.9% | -7.9% | +4.0% | -1.8% |
| 30D | -0.3% | -14.6% | +14.3% | +3.7% |
| 3M | +15.9% | -7.9% | +23.8% | +18.2% |
| 6M | -10.3% | -8.0% | -2.2% | -8.5% |
| YTD | -3.7% | -13.2% | +9.5% | -0.7% |
| 1Y | +9.1% | -16.4% | +25.5% | +13.6% |
| 3Y | +86.6% | -6.7% | +93.2% | +87.6% |
| 5Y | +180.9% | +8.0% | +172.9% | +166.1% |
| All | +180.9% | +9.3% | +171.7% | +166.1% |
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