+60.8%
AON vs ROIV
+232.7%
-171.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -9.1% | +0.6% | -9.7% | -9.1% |
| 30D | -10.2% | +1.0% | -11.2% | -10.3% |
| 3M | +0.5% | +18.3% | -17.8% | -0.2% |
| 6M | -4.8% | +18.3% | -23.2% | -5.6% |
| YTD | -8.0% | +61.0% | -69.0% | -10.1% |
| 1Y | -13.1% | +177.9% | -191.0% | -17.3% |
| 3Y | -1.3% | +199.1% | -200.3% | -6.9% |
| 5Y | +14.9% | +250.7% | -235.8% | +4.8% |
| All | +60.8% | +232.7% | -171.9% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling