+1,253.8%
AON vs RCAT
-100.0%
+1,353.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -2.4% | +7.2% | -9.6% | -2.4% |
| 30D | +22.8% | -20.4% | +43.2% | +22.8% |
| 3M | -5.3% | -59.8% | +54.4% | -5.2% |
| 6M | +8.4% | -61.9% | +70.2% | +8.5% |
| YTD | -3.9% | -45.9% | +42.0% | -3.9% |
| 1Y | -3.1% | -50.5% | +47.4% | -3.1% |
| 3Y | +3.0% | +387.5% | -384.5% | +2.4% |
| 5Y | +16.7% | +70.9% | -54.2% | +16.1% |
| 10Y | +232.6% | -99.7% | +332.4% | +224.0% |
| All | +1,253.8% | -100.0% | +1,353.8% | +1,078.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling