+1,391.7%
AON vs RL
+1,366.2%
+25.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | -9.1% | -0.8% | -8.3% | -9.0% |
| 30D | -10.2% | -7.8% | -2.5% | -8.9% |
| 3M | +0.5% | -4.0% | +4.5% | +1.0% |
| 6M | -4.8% | -1.9% | -3.0% | -5.3% |
| YTD | -8.0% | -0.2% | -7.8% | -8.9% |
| 1Y | -13.1% | +10.7% | -23.7% | -15.8% |
| 3Y | -1.3% | +210.8% | -212.0% | -23.9% |
| 5Y | +14.9% | +238.2% | -223.3% | -14.9% |
| 10Y | +214.9% | +313.4% | -98.5% | +110.3% |
| All | +1,391.7% | +1,366.2% | +25.5% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling