-7.2%
AON vs RNG
+119.8%
-126.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -6.3% | -6.1% | -0.2% | -5.9% |
| 30D | -14.1% | +9.6% | -23.7% | -14.7% |
| 3M | -9.5% | +83.3% | -92.8% | -13.5% |
| 6M | -4.0% | +77.9% | -82.0% | -8.4% |
| YTD | -13.8% | +139.9% | -153.7% | -19.0% |
| 1Y | -18.3% | +121.7% | -139.9% | -23.0% |
| 3Y | -7.2% | +121.9% | -129.1% | -14.3% |
| All | -7.2% | +119.8% | -126.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling