-16.4%
AON vs RBA
-29.1%
+12.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.5% |
| 7D | -7.9% | -1.9% | -6.0% | -7.8% |
| 30D | -14.6% | -13.0% | -1.7% | -14.0% |
| 3M | -7.9% | -23.1% | +15.2% | -6.8% |
| 6M | -8.0% | -22.6% | +14.6% | -7.0% |
| YTD | -13.2% | -20.4% | +7.2% | -13.6% |
| 1Y | -16.4% | -29.6% | +13.2% | -15.6% |
| All | -16.4% | -29.1% | +12.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling