+5,143.6%
AON vs RVTY
+2,416.7%
+2,726.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -9.1% | +1.1% | -10.2% | -9.3% |
| 30D | -10.2% | +13.2% | -23.5% | -12.2% |
| 3M | +0.5% | +27.2% | -26.8% | -3.9% |
| 6M | -4.8% | +32.4% | -37.2% | -10.0% |
| YTD | -8.0% | +34.9% | -42.9% | -13.5% |
| 1Y | -13.1% | +52.4% | -65.4% | -20.3% |
| 3Y | -1.3% | +12.3% | -13.6% | -6.5% |
| 5Y | +14.9% | -30.8% | +45.7% | +17.4% |
| 10Y | +214.9% | +150.7% | +64.2% | +155.8% |
| All | +5,143.6% | +2,416.7% | +2,726.9% | +2,714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling