+220,291.7%
CSCO vs AON
+5,580.0%
+214,711.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.7% |
| 7D | -0.5% | -3.2% | +2.7% | +0.6% |
| 30D | -10.1% | -11.9% | +1.8% | -6.5% |
| 3M | -11.7% | -2.9% | -8.9% | -11.7% |
| 6M | +40.1% | -6.8% | +46.9% | +41.7% |
| YTD | +43.8% | -10.1% | +53.9% | +46.5% |
| 1Y | +66.6% | -14.2% | +80.8% | +72.0% |
| 3Y | +108.5% | -3.3% | +111.8% | +103.5% |
| 5Y | +114.0% | +13.6% | +100.4% | +95.7% |
| 10Y | +366.8% | +209.2% | +157.7% | +197.2% |
| All | +220,291.7% | +5,580.0% | +214,711.7% | +47,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling