+216.7%
CTVA vs AON
+79.3%
+137.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -4.5% | -6.3% | +1.8% | -2.2% |
| 30D | +11.3% | -14.1% | +25.4% | +17.4% |
| 3M | +12.3% | -9.5% | +21.8% | +16.0% |
| 6M | +7.2% | -4.0% | +11.2% | +7.7% |
| YTD | +26.0% | -13.8% | +39.8% | +31.5% |
| 1Y | +16.0% | -18.3% | +34.3% | +23.6% |
| 3Y | +73.9% | -7.2% | +81.1% | +72.5% |
| 5Y | +103.8% | +7.3% | +96.4% | +84.0% |
| All | +216.7% | +79.3% | +137.4% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling