+308.5%
CSCO vs AON
+233.0%
+75.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.7% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | -15.8% | +23.2% | -39.0% | -22.1% |
| 3M | -15.4% | -5.0% | -10.4% | -14.4% |
| 6M | -5.4% | +9.3% | -14.7% | -10.1% |
| YTD | +26.5% | -3.4% | +29.9% | +25.2% |
| 1Y | +25.9% | -2.9% | +28.8% | +24.2% |
| 3Y | +97.5% | +3.6% | +93.9% | +85.5% |
| 5Y | +93.0% | +16.9% | +76.1% | +68.3% |
| All | +308.5% | +233.0% | +75.5% | +110.6% |
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 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