-13.1%
AON vs RNG
+144.7%
-157.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.8% |
| 7D | -9.1% | +5.8% | -14.9% | -9.6% |
| 30D | -10.2% | +19.6% | -29.9% | -11.9% |
| 3M | +0.5% | +67.0% | -66.5% | -5.2% |
| 6M | -4.8% | +88.4% | -93.2% | -11.7% |
| YTD | -8.0% | +155.5% | -163.5% | -15.7% |
| 1Y | -13.1% | +141.7% | -154.7% | -20.3% |
| All | -13.1% | +144.7% | -157.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling