+4,549.4%
RCL vs AON
+3,604.3%
+945.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -5.1% | -9.1% | +4.0% | -1.0% |
| 30D | -19.0% | -10.2% | -8.8% | -15.1% |
| 3M | -9.6% | +0.5% | -10.1% | -10.5% |
| 6M | -6.7% | -4.8% | -1.9% | -6.0% |
| YTD | -3.9% | -8.0% | +4.1% | -2.1% |
| 1Y | -25.1% | -13.1% | -12.0% | -21.6% |
| 3Y | +179.1% | -1.3% | +180.4% | +170.7% |
| 5Y | +243.3% | +14.9% | +228.4% | +209.6% |
| 10Y | +325.8% | +214.9% | +110.9% | +157.1% |
| All | +4,549.4% | +3,604.3% | +945.0% | +1,375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling