-18.3%
AON vs RGEN
+38.7%
-57.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -6.3% | -1.4% | -4.9% | -6.3% |
| 30D | -14.1% | -0.3% | -13.8% | -14.2% |
| 3M | -9.5% | +23.9% | -33.4% | -10.3% |
| 6M | -4.0% | +38.5% | -42.6% | -4.7% |
| YTD | -13.8% | +0.8% | -14.6% | -15.1% |
| 1Y | -18.3% | +38.2% | -56.5% | -20.4% |
| All | -18.3% | +38.7% | -57.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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