+230.4%
AON vs RL
+342.1%
-111.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | +21.7% | +4.6% | +17.1% | +20.7% |
| 3M | -5.1% | -1.1% | -4.0% | -5.1% |
| 6M | +5.9% | +16.5% | -10.6% | +2.6% |
| YTD | -4.8% | +11.4% | -16.2% | -7.5% |
| 1Y | -4.1% | +16.1% | -20.1% | -7.6% |
| 3Y | +2.0% | +252.6% | -250.6% | -22.5% |
| 5Y | +15.2% | +244.9% | -229.7% | -14.2% |
| All | +230.4% | +342.1% | -111.7% | +126.2% |
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