-2.9%
AON vs ROP
+6.9%
-9.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +23.2% | +28.8% | -5.6% | +9.3% |
| 3M | -5.0% | +21.1% | -26.1% | -13.4% |
| 6M | +9.3% | +52.5% | -43.2% | -10.1% |
| YTD | -3.4% | +8.9% | -12.3% | -10.1% |
| 1Y | -2.9% | +8.2% | -11.1% | -9.4% |
| All | -2.9% | +6.9% | -9.7% | -9.4% |
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