+7.3%
AON vs RJF
+104.0%
-96.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -6.3% | -2.7% | -3.6% | -5.6% |
| 30D | -14.1% | -4.3% | -9.8% | -13.1% |
| 3M | -9.5% | +15.7% | -25.2% | -13.0% |
| 6M | -4.0% | +17.8% | -21.8% | -8.4% |
| YTD | -13.8% | +9.2% | -23.0% | -16.5% |
| 1Y | -18.3% | +2.8% | -21.1% | -19.6% |
| 3Y | -7.2% | +69.5% | -76.6% | -23.9% |
| All | +7.3% | +104.0% | -96.8% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling