-16.4%
AON vs RY
+45.1%
-61.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.6% |
| 7D | -7.9% | -0.5% | -7.4% | -7.9% |
| 30D | -14.6% | -1.9% | -12.8% | -14.7% |
| 3M | -7.9% | +5.1% | -13.0% | -7.5% |
| 6M | -8.0% | +28.2% | -36.2% | -6.4% |
| YTD | -13.2% | +22.9% | -36.1% | -11.9% |
| 1Y | -16.4% | +45.5% | -61.9% | -16.9% |
| All | -16.4% | +45.1% | -61.6% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling