+8.0%
AON vs RCAT
+184.3%
-176.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -3.5% |
| 7D | -7.9% | -2.3% | -5.6% | -7.9% |
| 30D | -14.6% | -18.7% | +4.1% | -14.5% |
| 3M | -7.9% | -29.3% | +21.4% | -7.7% |
| 6M | -8.0% | -42.3% | +34.3% | -7.8% |
| YTD | -13.2% | +2.5% | -15.8% | -14.0% |
| 1Y | -16.4% | -5.7% | -10.7% | -17.3% |
| 3Y | -6.7% | +764.9% | -771.6% | -11.7% |
| 5Y | +8.0% | +182.3% | -174.3% | +1.9% |
| All | +8.0% | +184.3% | -176.2% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling