-18.3%
AON vs ROK
+27.3%
-45.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.6% |
| 7D | -6.3% | -1.2% | -5.1% | -6.4% |
| 30D | -14.1% | -4.8% | -9.3% | -14.3% |
| 3M | -9.5% | -6.1% | -3.4% | -9.9% |
| 6M | -4.0% | +15.5% | -19.5% | -5.8% |
| YTD | -13.8% | +11.2% | -25.0% | -14.6% |
| 1Y | -18.3% | +23.8% | -42.1% | -18.8% |
| All | -18.3% | +27.3% | -45.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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