+202.6%
AON vs RY
+377.5%
-174.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -5.9% | -2.9% | -3.0% | -4.6% |
| 30D | -13.7% | -2.0% | -11.6% | -12.9% |
| 3M | -8.3% | +4.9% | -13.1% | -10.6% |
| 6M | -3.6% | +26.1% | -29.8% | -14.3% |
| YTD | -12.4% | +22.4% | -34.7% | -21.1% |
| 1Y | -14.6% | +44.7% | -59.4% | -29.5% |
| 3Y | -5.7% | +155.7% | -161.4% | -43.0% |
| 5Y | +9.1% | +137.7% | -128.5% | -32.2% |
| All | +202.6% | +377.5% | -174.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling