+18,977.1%
COR vs AON
+3,378.9%
+15,598.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | +7.8% | +1.0% | +6.8% | +7.6% |
| 30D | +7.0% | +23.2% | -16.2% | +1.6% |
| 3M | +16.3% | -5.0% | +21.3% | +17.4% |
| 6M | +41.3% | +9.3% | +31.9% | +37.9% |
| YTD | +7.1% | -3.4% | +10.5% | +7.3% |
| 1Y | -0.8% | -2.9% | +2.1% | -0.8% |
| 3Y | +85.0% | +3.6% | +81.3% | +80.4% |
| 5Y | +203.9% | +16.9% | +187.0% | +185.6% |
| 10Y | +510.3% | +234.4% | +275.9% | +343.2% |
| All | +18,977.1% | +3,378.9% | +15,598.2% | +7,987.7% |
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