+1,893.3%
CVS vs AON
+5,010.1%
-3,116.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -1.6% | -3.2% | +1.7% | -0.8% |
| 30D | +0.4% | -11.9% | +12.3% | +3.4% |
| 3M | -0.4% | -2.9% | +2.4% | -0.1% |
| 6M | +25.1% | -6.8% | +32.0% | +26.6% |
| YTD | +23.9% | -10.1% | +34.0% | +26.3% |
| 1Y | +41.1% | -14.2% | +55.3% | +45.4% |
| 3Y | +63.6% | -3.3% | +66.9% | +62.4% |
| 5Y | +31.5% | +13.6% | +17.9% | +24.5% |
| 10Y | +40.5% | +209.2% | -168.7% | +3.6% |
| All | +1,893.3% | +5,010.1% | -3,116.8% | +696.0% |
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