-1.3%
AON vs RACE
+40.8%
-42.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -9.1% | -2.5% | -6.6% | -8.8% |
| 30D | -10.2% | +0.8% | -11.0% | -10.4% |
| 3M | +0.5% | +17.2% | -16.7% | -1.8% |
| 6M | -4.8% | +13.6% | -18.4% | -6.8% |
| YTD | -8.0% | +12.2% | -20.2% | -9.9% |
| 1Y | -13.1% | -16.3% | +3.2% | -11.6% |
| All | -1.3% | +40.8% | -42.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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