+0.9%
AON vs ROP
+10.4%
-9.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +2.5% |
| 7D | +9.4% | +11.7% | -2.3% | +4.0% |
| 30D | +27.0% | +35.5% | -8.4% | +10.3% |
| 3M | -3.1% | +25.6% | -28.8% | -13.0% |
| 6M | +10.0% | +39.3% | -29.3% | -6.2% |
| YTD | -1.6% | +11.6% | -13.2% | -10.8% |
| 1Y | +0.9% | +10.6% | -9.7% | -8.4% |
| All | +0.9% | +10.4% | -9.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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