+65.0%
CTAS vs AON
-6.9%
+71.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.0% |
| 7D | +1.0% | -7.9% | +8.9% | +3.9% |
| 30D | -1.1% | -14.6% | +13.6% | +4.4% |
| 3M | +11.5% | -7.9% | +19.4% | +14.6% |
| 6M | +0.2% | -8.0% | +8.2% | +2.8% |
| YTD | +7.2% | -13.2% | +20.4% | +12.1% |
| 1Y | 0.0% | -16.4% | +16.4% | +6.0% |
| All | +65.0% | -6.9% | +71.9% | +78.6% |
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 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