+197.7%
AON vs RSG
+428.9%
-231.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -2.1% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -14.1% | +4.0% | -18.1% | -16.0% |
| 3M | -9.5% | +7.4% | -16.9% | -13.1% |
| 6M | -4.0% | +0.1% | -4.1% | -4.4% |
| YTD | -13.8% | +6.0% | -19.8% | -17.2% |
| 1Y | -18.3% | -3.0% | -15.3% | -17.5% |
| 3Y | -7.2% | +56.5% | -63.7% | -30.3% |
| 5Y | +7.3% | +90.9% | -83.6% | -28.9% |
| All | +197.7% | +428.9% | -231.3% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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