-5.6%
AON vs RIO
+87.1%
-92.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +0.8% |
| 7D | -5.9% | -3.4% | -2.5% | -6.0% |
| 30D | -13.7% | +0.6% | -14.2% | -13.6% |
| 3M | -8.3% | +2.5% | -10.8% | -7.9% |
| 6M | -3.6% | +10.8% | -14.4% | -3.4% |
| YTD | -12.4% | +30.5% | -42.8% | -13.0% |
| 1Y | -14.6% | +68.1% | -82.8% | -16.9% |
| All | -5.6% | +87.1% | -92.7% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling