+7.3%
AON vs RVMD
+576.1%
-568.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -6.3% | -3.0% | -3.3% | -6.1% |
| 30D | -14.1% | -0.7% | -13.4% | -14.1% |
| 3M | -9.5% | +36.5% | -46.0% | -11.6% |
| 6M | -4.0% | +104.6% | -108.6% | -9.6% |
| YTD | -13.8% | +155.8% | -169.6% | -20.6% |
| 1Y | -18.3% | +340.7% | -359.0% | -28.1% |
| 3Y | -7.2% | +519.9% | -527.1% | -22.6% |
| All | +7.3% | +576.1% | -568.8% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling