+232.8%
AON vs RUN
-32.6%
+265.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.0% | -3.3% |
| 7D | -7.9% | -1.8% | -6.1% | -7.8% |
| 30D | -14.6% | -10.8% | -3.8% | -14.2% |
| 3M | -7.9% | -30.2% | +22.3% | -6.7% |
| 6M | -8.0% | -22.3% | +14.3% | -7.6% |
| YTD | -13.2% | -52.2% | +38.9% | -11.4% |
| 1Y | -16.4% | -45.1% | +28.7% | -15.7% |
| 3Y | -6.7% | -37.1% | +30.4% | -13.1% |
| 5Y | +8.0% | -80.3% | +88.3% | +5.3% |
| 10Y | +205.6% | +45.2% | +160.4% | +140.4% |
| All | +232.8% | -32.6% | +265.4% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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