+4,607.6%
AON vs ROP
+25,523.2%
-20,915.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.4% |
| 7D | -9.1% | -4.4% | -4.7% | -8.2% |
| 30D | -10.2% | +3.2% | -13.5% | -10.9% |
| 3M | +0.5% | +23.1% | -22.6% | -4.2% |
| 6M | -4.8% | +13.3% | -18.1% | -7.6% |
| YTD | -8.0% | -7.9% | -0.1% | -6.6% |
| 1Y | -13.1% | -22.1% | +9.0% | -8.4% |
| 3Y | -1.3% | -16.8% | +15.5% | +2.3% |
| 5Y | +14.9% | -13.5% | +28.4% | +17.9% |
| 10Y | +214.9% | +137.7% | +77.2% | +163.1% |
| All | +4,607.6% | +25,523.2% | -20,915.6% | +2,376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling