+4,841.9%
AON vs ROP
+30,173.0%
-25,331.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +23.2% | +28.8% | -5.6% | +16.2% |
| 3M | -5.0% | +21.1% | -26.1% | -9.2% |
| 6M | +9.3% | +52.5% | -43.2% | -0.9% |
| YTD | -3.4% | +8.9% | -12.3% | -5.7% |
| 1Y | -2.9% | +8.2% | -11.1% | -5.0% |
| 3Y | +3.6% | -5.2% | +8.8% | +4.1% |
| 5Y | +16.9% | +1.7% | +15.2% | +15.5% |
| 10Y | +234.4% | +185.4% | +49.0% | +167.9% |
| All | +4,841.9% | +30,173.0% | -25,331.0% | +2,401.0% |
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