-4.1%
AON vs RL
+17.3%
-21.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -3.2% | +2.4% | -5.6% | -3.4% |
| 30D | +21.7% | +4.6% | +17.1% | +21.3% |
| 3M | -5.1% | -1.1% | -4.0% | -5.4% |
| 6M | +5.9% | +16.5% | -10.6% | +4.8% |
| YTD | -4.8% | +11.4% | -16.2% | -5.4% |
| 1Y | -4.1% | +16.1% | -20.1% | -5.1% |
| All | -4.1% | +17.3% | -21.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling