+230.4%
AON vs RCAT
-99.8%
+330.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.3% | -0.9% |
| 7D | -3.2% | +15.6% | -18.8% | -3.3% |
| 30D | +21.7% | -24.1% | +45.8% | +21.8% |
| 3M | -5.1% | -61.9% | +56.7% | -4.8% |
| 6M | +5.9% | -64.3% | +70.2% | +6.2% |
| YTD | -4.8% | -50.4% | +45.6% | -4.8% |
| 1Y | -4.1% | -54.0% | +50.0% | -4.0% |
| 3Y | +2.0% | +347.2% | -345.1% | +0.4% |
| 5Y | +15.2% | +45.7% | -30.6% | +13.6% |
| All | +230.4% | -99.8% | +330.3% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling