+333.1%
RCL vs AON
+204.8%
+128.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.6% |
| 7D | -1.9% | -6.3% | +4.4% | +2.4% |
| 30D | -15.5% | -14.1% | -1.4% | -6.9% |
| 3M | -9.7% | -9.5% | -0.2% | -4.7% |
| 6M | -8.7% | -4.0% | -4.7% | -8.9% |
| YTD | -5.8% | -13.8% | +8.1% | +0.9% |
| 1Y | -24.5% | -18.3% | -6.2% | -16.0% |
| 3Y | +173.9% | -7.2% | +181.1% | +166.9% |
| 5Y | +228.0% | +7.3% | +220.6% | +174.5% |
| All | +333.1% | +204.8% | +128.3% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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