-18.3%
AON vs RCAT
-14.2%
-4.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -6.3% | -4.9% | -1.4% | -6.4% |
| 30D | -14.1% | -22.9% | +8.8% | -14.6% |
| 3M | -9.5% | -33.7% | +24.2% | -9.9% |
| 6M | -4.0% | -50.7% | +46.7% | -4.6% |
| YTD | -13.8% | +0.4% | -14.2% | -15.2% |
| 1Y | -18.3% | -27.6% | +9.4% | -19.4% |
| All | -18.3% | -14.2% | -4.1% | -19.4% |
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