-22.6%
RCL vs AON
-16.1%
-6.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | -2.2% | -7.9% | +5.7% | -1.0% |
| 30D | -15.7% | -14.6% | -1.0% | -13.7% |
| 3M | -8.0% | -7.9% | -0.1% | -6.2% |
| 6M | -10.1% | -8.0% | -2.1% | -8.0% |
| YTD | -5.9% | -13.2% | +7.3% | -2.1% |
| All | -22.6% | -16.1% | -6.6% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling