+23,259.8%
CTAS vs AON
+5,128.2%
+18,131.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -1.8% | -9.1% | +7.3% | +1.6% |
| 30D | -0.2% | -10.2% | +10.0% | +3.8% |
| 3M | +11.7% | +0.5% | +11.2% | +11.2% |
| 6M | +0.7% | -4.8% | +5.5% | +2.1% |
| YTD | +7.4% | -8.0% | +15.4% | +9.9% |
| 1Y | -2.1% | -13.1% | +11.0% | +2.3% |
| 3Y | +62.9% | -1.3% | +64.2% | +60.4% |
| 5Y | +111.9% | +14.9% | +97.0% | +95.9% |
| 10Y | +652.2% | +214.9% | +437.3% | +377.0% |
| All | +23,259.8% | +5,128.2% | +18,131.5% | +6,111.0% |
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