+197.7%
AON vs RMBS
+566.4%
-368.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -1.8% |
| 7D | -6.3% | +1.8% | -8.1% | -6.4% |
| 30D | -14.1% | -13.9% | -0.2% | -13.3% |
| 3M | -9.5% | -39.8% | +30.3% | -6.7% |
| 6M | -4.0% | -6.0% | +2.0% | -6.4% |
| YTD | -13.8% | -5.4% | -8.4% | -16.8% |
| 1Y | -18.3% | -1.8% | -16.5% | -22.5% |
| 3Y | -7.2% | +53.7% | -60.8% | -22.1% |
| 5Y | +7.3% | +268.5% | -261.2% | -29.0% |
| All | +197.7% | +566.4% | -368.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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