+34.2%
CVS vs AON
+9.0%
+25.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -2.0% | -5.9% | +3.9% | -0.3% |
| 30D | +1.9% | -13.7% | +15.6% | +6.0% |
| 3M | -2.2% | -8.3% | +6.1% | -0.3% |
| 6M | +26.7% | -3.6% | +30.4% | +26.9% |
| YTD | +22.9% | -12.4% | +35.2% | +26.7% |
| 1Y | +32.9% | -14.6% | +47.6% | +38.0% |
| 3Y | +62.3% | -5.7% | +68.0% | +62.5% |
| 5Y | +34.2% | +9.1% | +25.1% | +25.0% |
| All | +34.2% | +9.0% | +25.2% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling