+97.5%
CSCO vs AON
+3.5%
+94.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.3% |
| 7D | +1.9% | +1.0% | +0.9% | +1.9% |
| 30D | -15.8% | +23.2% | -39.0% | -16.2% |
| 3M | -15.4% | -5.0% | -10.4% | -14.6% |
| 6M | -5.4% | +9.3% | -14.7% | -6.0% |
| YTD | +26.5% | -3.4% | +29.9% | +27.6% |
| 1Y | +25.9% | -2.9% | +28.8% | +26.9% |
| 3Y | +97.5% | +3.6% | +93.9% | +97.2% |
| All | +97.5% | +3.5% | +94.0% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling