+2,637.6%
AON vs RY
+11,573.6%
-8,936.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -9.1% | +3.1% | -12.2% | -10.2% |
| 30D | -10.2% | -0.3% | -9.9% | -10.2% |
| 3M | +0.5% | +8.7% | -8.2% | -2.9% |
| 6M | -4.8% | +28.5% | -33.4% | -14.0% |
| YTD | -8.0% | +25.1% | -33.1% | -16.1% |
| 1Y | -13.1% | +46.3% | -59.4% | -25.5% |
| 3Y | -1.3% | +154.9% | -156.2% | -32.5% |
| 5Y | +14.9% | +140.3% | -125.4% | -20.0% |
| 10Y | +214.9% | +377.0% | -162.1% | +67.4% |
| All | +2,637.6% | +11,573.6% | -8,936.0% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling