+2.0%
RDW vs AON
+52.7%
-50.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | +0.9% | -6.3% | +7.2% | +2.6% |
| 30D | -21.3% | -14.1% | -7.2% | -18.2% |
| 3M | -37.9% | -9.5% | -28.4% | -37.1% |
| 6M | +12.3% | -4.0% | +16.3% | +10.3% |
| YTD | +39.7% | -13.8% | +53.5% | +42.6% |
| 1Y | +25.7% | -18.3% | +44.0% | +31.4% |
| 3Y | +230.8% | -7.2% | +238.0% | +224.6% |
| 5Y | -8.8% | +7.3% | -16.1% | -19.6% |
| All | +2.0% | +52.7% | -50.7% | -22.9% |
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