+197.7%
AON vs RIO
+608.6%
-411.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -6.3% | -3.2% | -3.1% | -5.8% |
| 30D | -14.1% | +0.9% | -15.0% | -14.3% |
| 3M | -9.5% | -1.4% | -8.1% | -9.5% |
| 6M | -4.0% | +10.9% | -15.0% | -6.7% |
| YTD | -13.8% | +31.2% | -45.0% | -19.5% |
| 1Y | -18.3% | +67.9% | -86.2% | -27.9% |
| 3Y | -7.2% | +88.8% | -96.0% | -21.5% |
| 5Y | +7.3% | +93.1% | -85.8% | -11.9% |
| All | +197.7% | +608.6% | -411.0% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling