-5.6%
AON vs RJF
+69.1%
-74.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -5.9% | -4.2% | -1.7% | -5.2% |
| 30D | -13.7% | -3.6% | -10.1% | -13.1% |
| 3M | -8.3% | +15.6% | -23.9% | -10.5% |
| 6M | -3.6% | +17.6% | -21.2% | -6.4% |
| YTD | -12.4% | +9.2% | -21.6% | -14.3% |
| 1Y | -14.6% | +5.5% | -20.2% | -16.1% |
| All | -5.6% | +69.1% | -74.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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