+66.4%
AON vs ROIV
+280.9%
-214.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.8% |
| 7D | -3.2% | +9.2% | -12.4% | -3.5% |
| 30D | +21.7% | +19.9% | +1.8% | +21.0% |
| 3M | -5.1% | +10.6% | -15.7% | -5.5% |
| 6M | +5.9% | +36.1% | -30.2% | +4.5% |
| YTD | -4.8% | +84.3% | -89.1% | -7.5% |
| 1Y | -4.1% | +87.6% | -91.6% | -6.8% |
| 3Y | +2.0% | +353.9% | -351.9% | -5.1% |
| 5Y | +15.2% | +376.1% | -360.9% | +1.6% |
| All | +66.4% | +280.9% | -214.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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