+5,357.7%
AON vs RIO
+6,036.1%
-678.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -7.9% | +1.0% | -8.9% | -8.1% |
| 30D | -14.6% | +4.0% | -18.7% | -15.3% |
| 3M | -7.9% | +4.5% | -12.4% | -8.9% |
| 6M | -8.0% | +17.3% | -25.3% | -11.3% |
| YTD | -13.2% | +36.2% | -49.4% | -18.8% |
| 1Y | -16.4% | +76.1% | -92.6% | -25.6% |
| 3Y | -6.7% | +102.5% | -109.2% | -19.8% |
| 5Y | +8.0% | +103.5% | -95.5% | -8.9% |
| 10Y | +205.6% | +619.2% | -413.6% | +99.7% |
| All | +5,357.7% | +6,036.1% | -678.3% | +2,005.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling