-18.3%
AON vs RIO
+69.4%
-87.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.5% |
| 7D | -6.3% | -3.2% | -3.1% | -6.9% |
| 30D | -14.1% | +0.9% | -15.0% | -13.8% |
| 3M | -9.5% | -1.4% | -8.1% | -9.0% |
| 6M | -4.0% | +10.9% | -15.0% | -1.1% |
| YTD | -13.8% | +31.2% | -45.0% | -8.2% |
| 1Y | -18.3% | +67.9% | -86.2% | -9.2% |
| All | -18.3% | +69.4% | -87.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling