+239.8%
RF vs AON
+228.3%
+11.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.3% | +1.9% | -1.5% | -0.7% |
| 30D | +6.2% | +23.3% | -17.1% | -5.8% |
| 3M | -7.8% | -5.5% | -2.3% | -5.7% |
| 6M | +5.9% | +8.0% | -2.1% | -0.3% |
| YTD | +9.0% | -4.0% | +13.0% | +8.7% |
| 1Y | +19.3% | -1.7% | +21.0% | +17.0% |
| 3Y | +116.4% | +2.9% | +113.5% | +100.5% |
| 5Y | +46.0% | +17.2% | +28.8% | +20.3% |
| 10Y | +239.8% | +225.8% | +14.0% | +42.7% |
| All | +239.8% | +228.3% | +11.5% | +42.7% |
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