+8.0%
AON vs RL
+233.3%
-225.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.0% |
| 7D | -7.9% | -0.3% | -7.7% | -7.9% |
| 30D | -14.6% | -17.5% | +2.9% | -12.3% |
| 3M | -7.9% | -14.0% | +6.1% | -6.1% |
| 6M | -8.0% | -2.0% | -6.0% | -8.4% |
| YTD | -13.2% | -4.6% | -8.6% | -13.3% |
| 1Y | -16.4% | +9.5% | -25.9% | -18.6% |
| 3Y | -6.7% | +200.5% | -207.1% | -26.9% |
| 5Y | +8.0% | +226.3% | -218.2% | -20.8% |
| All | +8.0% | +233.3% | -225.3% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling