-42.0%
RIG vs AON
+3,410.2%
-3,452.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.3% |
| 7D | -8.2% | -7.9% | -0.3% | -5.6% |
| 30D | -0.2% | -14.6% | +14.5% | +5.1% |
| 3M | -2.7% | -7.9% | +5.2% | -0.7% |
| 6M | -7.5% | -8.0% | +0.6% | -5.8% |
| YTD | +38.3% | -13.2% | +51.5% | +42.7% |
| 1Y | +81.8% | -16.4% | +98.3% | +89.6% |
| 3Y | -30.2% | -6.7% | -23.5% | -31.3% |
| 5Y | +59.9% | +8.0% | +51.9% | +48.2% |
| 10Y | -41.9% | +205.6% | -247.5% | -59.5% |
| All | -42.0% | +3,410.2% | -3,452.2% | -76.9% |
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