+897.4%
AON vs RSG
+1,999.8%
-1,102.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -5.9% | -1.8% | -4.1% | -5.4% |
| 30D | -13.7% | +2.8% | -16.4% | -14.3% |
| 3M | -8.3% | +4.3% | -12.6% | -9.2% |
| 6M | -3.6% | -0.5% | -3.1% | -3.6% |
| YTD | -12.4% | +5.2% | -17.6% | -13.6% |
| 1Y | -14.6% | -2.1% | -12.5% | -14.4% |
| 3Y | -5.7% | +56.5% | -62.2% | -15.9% |
| 5Y | +9.1% | +89.5% | -80.4% | -7.0% |
| 10Y | +208.7% | +424.8% | -216.1% | +112.0% |
| All | +897.4% | +1,999.8% | -1,102.4% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling