+36.5%
AON vs RVMD
+636.2%
-599.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -7.9% | -0.7% | -7.2% | -7.9% |
| 30D | -14.6% | +0.3% | -15.0% | -14.7% |
| 3M | -7.9% | +38.9% | -46.8% | -10.3% |
| 6M | -8.0% | +108.1% | -116.1% | -13.7% |
| YTD | -13.2% | +160.7% | -174.0% | -20.5% |
| 1Y | -16.4% | +407.3% | -423.7% | -27.7% |
| 3Y | -6.7% | +546.6% | -553.2% | -22.8% |
| 5Y | +8.0% | +579.8% | -571.8% | -14.8% |
| All | +36.5% | +636.2% | -599.7% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling