+114.8%
CSCO vs AON
+9.3%
+105.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +1.1% |
| 7D | 0.0% | -7.9% | +7.9% | +2.0% |
| 30D | -10.7% | -14.6% | +3.9% | -7.5% |
| 3M | -8.7% | -7.9% | -0.8% | -7.7% |
| 6M | +44.9% | -8.0% | +52.9% | +46.2% |
| YTD | +44.1% | -13.2% | +57.4% | +47.6% |
| 1Y | +65.9% | -16.4% | +82.3% | +71.8% |
| 3Y | +109.0% | -6.7% | +115.7% | +105.3% |
| 5Y | +114.8% | +8.0% | +106.7% | +87.9% |
| All | +114.8% | +9.3% | +105.5% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling