+4,845.0%
AON vs RJF
+49,058.3%
-44,213.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -7.9% | -0.3% | -7.6% | -7.9% |
| 30D | -14.6% | -2.0% | -12.6% | -14.2% |
| 3M | -7.9% | +16.3% | -24.2% | -11.5% |
| 6M | -8.0% | +16.9% | -24.9% | -11.9% |
| YTD | -13.2% | +10.4% | -23.7% | -16.0% |
| 1Y | -16.4% | +7.4% | -23.8% | -18.6% |
| 3Y | -6.7% | +72.2% | -78.9% | -21.0% |
| 5Y | +8.0% | +105.1% | -97.1% | -13.7% |
| 10Y | +205.6% | +430.9% | -225.3% | +83.5% |
| All | +4,845.0% | +49,058.3% | -44,213.3% | +865.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling