+359.2%
AON vs RNG
+305.9%
+53.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | -7.9% | -4.1% | -3.9% | -7.6% |
| 30D | -14.6% | +8.6% | -23.3% | -15.4% |
| 3M | -7.9% | +78.0% | -85.9% | -13.3% |
| 6M | -8.0% | +67.0% | -75.0% | -13.2% |
| YTD | -13.2% | +142.4% | -155.7% | -21.5% |
| 1Y | -16.4% | +120.4% | -136.9% | -23.9% |
| 3Y | -6.7% | +122.1% | -128.8% | -17.1% |
| 5Y | +8.0% | -69.8% | +77.9% | +12.8% |
| 10Y | +205.6% | +223.4% | -17.8% | +131.0% |
| All | +359.2% | +305.9% | +53.3% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling