+5,404.7%
AON vs RVTY
+2,885.1%
+2,519.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +23.2% | +1.5% | +21.6% | +22.6% |
| 3M | -5.0% | +31.5% | -36.5% | -9.8% |
| 6M | +9.3% | +62.7% | -53.3% | -0.3% |
| YTD | -3.4% | +60.0% | -63.4% | -12.2% |
| 1Y | -2.9% | +65.7% | -68.6% | -12.4% |
| 3Y | +3.6% | +85.2% | -81.6% | -10.1% |
| 5Y | +16.9% | -14.9% | +31.8% | +14.7% |
| 10Y | +234.4% | +211.9% | +22.5% | +160.7% |
| All | +5,404.7% | +2,885.1% | +2,519.5% | +2,756.7% |
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