+197.7%
AON vs RRX
+228.4%
-30.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.3% | -2.2% |
| 7D | -6.3% | -0.3% | -6.0% | -6.3% |
| 30D | -14.1% | -6.1% | -8.0% | -13.3% |
| 3M | -9.5% | -23.1% | +13.6% | -6.6% |
| 6M | -4.0% | -19.5% | +15.5% | -3.0% |
| YTD | -13.8% | +16.1% | -29.9% | -20.0% |
| 1Y | -18.3% | +12.9% | -31.2% | -24.2% |
| 3Y | -7.2% | +7.9% | -15.1% | -16.8% |
| 5Y | +7.3% | +19.1% | -11.8% | -9.7% |
| All | +197.7% | +228.4% | -30.7% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling