+235.3%
AON vs RL
+337.1%
-101.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.7% |
| 7D | +1.0% | +2.6% | -1.5% | +0.6% |
| 30D | +23.2% | +2.9% | +20.2% | +22.5% |
| 3M | -5.0% | 0.0% | -5.0% | -5.1% |
| 6M | +9.3% | +17.1% | -7.8% | +5.8% |
| YTD | -3.4% | +10.1% | -13.5% | -6.0% |
| 1Y | -2.9% | +17.3% | -20.2% | -6.6% |
| 3Y | +3.6% | +249.3% | -245.7% | -21.1% |
| 5Y | +16.9% | +240.9% | -224.0% | -12.7% |
| All | +235.3% | +337.1% | -101.8% | +129.9% |
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