+8.1%
AON vs RVTY
-32.9%
+41.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -3.1% |
| 7D | -7.9% | -5.4% | -2.5% | -7.1% |
| 30D | -14.6% | +6.7% | -21.4% | -15.6% |
| 3M | -7.9% | +19.0% | -26.9% | -10.6% |
| 6M | -8.0% | +34.6% | -42.7% | -12.9% |
| YTD | -13.2% | +28.3% | -41.5% | -17.5% |
| 1Y | -16.4% | +46.0% | -62.5% | -22.9% |
| 3Y | -6.7% | +16.9% | -23.5% | -12.1% |
| All | +8.1% | -32.9% | +41.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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