-5.6%
AON vs RGEN
+1.9%
-7.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -5.9% | -2.9% | -3.0% | -5.8% |
| 30D | -13.7% | -0.1% | -13.6% | -13.7% |
| 3M | -8.3% | +25.9% | -34.2% | -9.4% |
| 6M | -3.6% | +35.2% | -38.9% | -5.2% |
| YTD | -12.4% | +0.5% | -12.9% | -12.7% |
| 1Y | -14.6% | +37.0% | -51.6% | -16.4% |
| All | -5.6% | +1.9% | -7.5% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling