+1,444.6%
AON vs RMBS
+1,363.4%
+81.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -3.9% | -2.4% |
| 7D | -3.2% | +3.0% | -6.2% | -3.4% |
| 30D | -11.9% | -14.4% | +2.5% | -11.1% |
| 3M | -2.9% | -42.8% | +40.0% | -0.1% |
| 6M | -6.8% | -1.4% | -5.4% | -8.3% |
| YTD | -10.1% | -5.4% | -4.6% | -11.6% |
| 1Y | -14.2% | +18.6% | -32.8% | -17.5% |
| 3Y | -3.3% | +57.3% | -60.5% | -10.9% |
| 5Y | +13.6% | +265.7% | -252.1% | -2.1% |
| 10Y | +209.2% | +546.0% | -336.9% | +153.3% |
| All | +1,444.6% | +1,363.4% | +81.2% | +822.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling