+5,404.7%
AON vs RGEN
+1,577.9%
+3,826.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +1.0% | -3.3% | +4.3% | +1.1% |
| 30D | +23.2% | -5.8% | +29.0% | +23.3% |
| 3M | -5.0% | +0.2% | -5.2% | -5.1% |
| 6M | +9.3% | +56.8% | -47.4% | +7.9% |
| YTD | -3.4% | +2.4% | -5.8% | -3.7% |
| 1Y | -2.9% | +11.4% | -14.3% | -3.4% |
| 3Y | +3.6% | +15.2% | -11.5% | +2.3% |
| 5Y | +16.9% | -35.1% | +52.0% | +16.3% |
| 10Y | +234.4% | +419.6% | -185.3% | +216.7% |
| All | +5,404.7% | +1,577.9% | +3,826.8% | +4,894.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling