+5,025.2%
AON vs RGEN
+1,585.3%
+3,439.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.3% |
| 7D | -3.2% | -0.9% | -2.3% | -3.2% |
| 30D | -11.9% | +2.8% | -14.7% | -12.0% |
| 3M | -2.9% | +34.5% | -37.3% | -3.7% |
| 6M | -6.8% | +40.5% | -47.3% | -7.8% |
| YTD | -10.1% | +2.8% | -12.9% | -10.3% |
| 1Y | -14.2% | +39.6% | -53.9% | -15.2% |
| 3Y | -3.3% | +4.4% | -7.7% | -4.3% |
| 5Y | +13.6% | -42.8% | +56.4% | +13.4% |
| 10Y | +209.2% | +406.7% | -197.5% | +193.1% |
| All | +5,025.2% | +1,585.3% | +3,439.9% | +4,552.6% |
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