+4,770.5%
AON vs ROP
+30,039.9%
-25,269.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | +21.7% | +29.7% | -8.0% | +14.6% |
| 3M | -5.1% | +21.2% | -26.3% | -9.3% |
| 6M | +5.9% | +48.3% | -42.4% | -3.4% |
| YTD | -4.8% | +8.4% | -13.2% | -6.9% |
| 1Y | -4.1% | +6.0% | -10.0% | -5.7% |
| 3Y | +2.0% | -5.6% | +7.6% | +2.6% |
| 5Y | +15.2% | +1.3% | +13.9% | +13.9% |
| 10Y | +229.5% | +184.1% | +45.4% | +164.3% |
| All | +4,770.5% | +30,039.9% | -25,269.4% | +2,367.4% |
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 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