+606.1%
COST vs AON
+204.8%
+401.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.8% |
| 7D | -1.2% | -6.3% | +5.1% | +0.9% |
| 30D | -4.7% | -14.1% | +9.4% | -0.1% |
| 3M | -7.1% | -9.5% | +2.4% | -4.4% |
| 6M | -8.5% | -4.0% | -4.5% | -7.9% |
| YTD | +5.4% | -13.8% | +19.2% | +9.6% |
| 1Y | -5.6% | -18.3% | +12.7% | -0.2% |
| 3Y | +68.5% | -7.2% | +75.7% | +68.6% |
| 5Y | +105.2% | +7.3% | +97.9% | +93.7% |
| All | +606.1% | +204.8% | +401.3% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling