-2.9%
AON vs RCAT
-54.8%
+51.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.3% |
| 7D | +1.0% | -5.9% | +7.0% | +0.8% |
| 30D | +23.2% | -19.7% | +42.8% | +22.5% |
| 3M | -5.0% | -62.9% | +57.8% | -8.0% |
| 6M | +9.3% | -59.6% | +68.9% | +6.9% |
| YTD | -3.4% | -52.1% | +48.7% | -6.8% |
| 1Y | -2.9% | -50.9% | +48.0% | -6.3% |
| All | -2.9% | -54.8% | +51.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling