+202.6%
AON vs RL
+308.3%
-105.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -5.9% | -2.2% | -3.7% | -5.5% |
| 30D | -13.7% | -15.3% | +1.7% | -11.2% |
| 3M | -8.3% | -10.3% | +2.1% | -6.8% |
| 6M | -3.6% | -2.2% | -1.4% | -4.0% |
| YTD | -12.4% | -4.3% | -8.1% | -12.5% |
| 1Y | -14.6% | +8.9% | -23.5% | -16.9% |
| 3Y | -5.7% | +201.4% | -207.1% | -26.3% |
| 5Y | +9.1% | +230.6% | -221.4% | -18.4% |
| All | +202.6% | +308.3% | -105.7% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling