-10.0%
CRM vs AON
+2.1%
-12.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.3% |
| 7D | -6.2% | +9.4% | -15.6% | -10.0% |
| 30D | -1.2% | +27.0% | -28.2% | -11.7% |
| 3M | +19.1% | -3.1% | +22.2% | +20.3% |
| 6M | +23.0% | +10.0% | +13.0% | +16.7% |
| YTD | -13.7% | -1.6% | -12.1% | -14.5% |
| 1Y | -10.0% | +0.9% | -10.9% | -11.6% |
| All | -10.0% | +2.1% | -12.1% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling