+75.1%
CTVA vs AON
-5.9%
+81.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.7% | -5.9% | +1.2% | -3.7% |
| 30D | +11.1% | -13.7% | +24.7% | +13.6% |
| 3M | +13.7% | -8.3% | +22.0% | +15.3% |
| 6M | +11.2% | -3.6% | +14.8% | +11.8% |
| YTD | +26.9% | -12.4% | +39.2% | +29.7% |
| 1Y | +18.8% | -14.6% | +33.5% | +22.1% |
| All | +75.1% | -5.9% | +81.1% | +78.1% |
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