+1,456.8%
AON vs RL
+1,573.0%
-116.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.9% | +1.3% | +0.6% | +1.5% |
| 30D | +23.3% | +7.6% | +15.7% | +21.5% |
| 3M | -5.5% | -1.5% | -4.0% | -5.4% |
| 6M | +8.0% | +12.1% | -4.0% | +5.1% |
| YTD | -4.0% | +13.9% | -17.9% | -7.4% |
| 1Y | -1.7% | +20.7% | -22.4% | -6.4% |
| 3Y | +2.9% | +260.6% | -257.6% | -22.9% |
| 5Y | +17.2% | +248.9% | -231.6% | -13.5% |
| 10Y | +225.8% | +355.9% | -130.1% | +113.5% |
| All | +1,456.8% | +1,573.0% | -116.2% | +543.1% |
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 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