+16.3%
AON vs RY
+140.8%
-124.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -9.1% | +3.1% | -12.2% | -10.0% |
| 30D | -10.2% | -0.3% | -9.9% | -10.2% |
| 3M | +0.5% | +8.7% | -8.2% | -2.7% |
| 6M | -4.8% | +28.5% | -33.4% | -13.5% |
| YTD | -8.0% | +25.1% | -33.1% | -15.7% |
| 1Y | -13.1% | +46.3% | -59.4% | -25.3% |
| 3Y | -1.3% | +154.9% | -156.2% | -34.7% |
| All | +16.3% | +140.8% | -124.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling