+16.8%
AON vs RRC
+134.0%
-117.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +1.0% | +6.4% | -5.3% | +0.5% |
| 30D | +23.2% | +23.9% | -0.7% | +20.5% |
| 3M | -5.0% | +30.2% | -35.2% | -7.5% |
| 6M | +9.3% | +26.3% | -16.9% | +6.6% |
| YTD | -3.4% | +48.1% | -51.5% | -7.4% |
| 1Y | -2.9% | +37.7% | -40.5% | -6.3% |
| 3Y | +3.6% | +60.3% | -56.6% | -2.5% |
| All | +16.8% | +134.0% | -117.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling