-30.2%
RIG vs AON
-7.5%
-22.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.7% |
| 7D | -3.1% | -6.3% | +3.2% | -3.2% |
| 30D | -0.5% | -14.1% | +13.6% | -0.8% |
| 3M | -6.0% | -9.5% | +3.5% | -6.2% |
| 6M | -10.1% | -4.0% | -6.1% | -10.3% |
| YTD | +37.3% | -13.8% | +51.1% | +37.3% |
| 1Y | +73.9% | -18.3% | +92.2% | +74.5% |
| 3Y | -30.2% | -7.2% | -23.0% | -29.0% |
| All | -30.2% | -7.5% | -22.7% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling