+205.1%
ROL vs AON
+209.9%
-4.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -3.2% | -5.9% | +2.7% | -1.0% |
| 30D | -6.6% | -13.7% | +7.0% | -1.5% |
| 3M | -27.3% | -8.3% | -19.0% | -25.2% |
| 6M | -38.1% | -3.6% | -34.4% | -37.7% |
| YTD | -41.8% | -12.4% | -29.4% | -39.5% |
| 1Y | -37.8% | -14.6% | -23.2% | -34.7% |
| 3Y | -0.3% | -5.7% | +5.4% | -0.5% |
| 5Y | -5.1% | +9.1% | -14.2% | -11.9% |
| All | +205.1% | +209.9% | -4.8% | +78.2% |
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