+291.6%
AON vs RACE
+647.6%
-356.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -9.1% | -2.5% | -6.6% | -8.5% |
| 30D | -10.2% | +0.8% | -11.0% | -10.5% |
| 3M | +0.5% | +17.2% | -16.7% | -4.1% |
| 6M | -4.8% | +13.6% | -18.4% | -8.8% |
| YTD | -8.0% | +12.2% | -20.2% | -11.9% |
| 1Y | -13.1% | -16.3% | +3.2% | -10.0% |
| 3Y | -1.3% | +36.4% | -37.7% | -14.6% |
| 5Y | +14.9% | +95.0% | -80.0% | -12.9% |
| 10Y | +214.9% | +813.2% | -598.3% | +63.8% |
| All | +291.6% | +647.6% | -356.1% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling