-7.2%
AON vs RVMD
+537.4%
-544.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -6.3% | -3.0% | -3.3% | -6.2% |
| 30D | -14.1% | -0.7% | -13.4% | -14.1% |
| 3M | -9.5% | +36.5% | -46.0% | -10.8% |
| 6M | -4.0% | +104.6% | -108.6% | -7.8% |
| YTD | -13.8% | +155.8% | -169.6% | -18.3% |
| 1Y | -18.3% | +340.7% | -359.0% | -24.9% |
| 3Y | -7.2% | +519.9% | -527.1% | -16.7% |
| All | -7.2% | +537.4% | -544.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling