-4.2%
ROL vs AON
+9.3%
-13.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.1% |
| 7D | -3.3% | -7.9% | +4.6% | -0.4% |
| 30D | -7.2% | -14.6% | +7.4% | -2.0% |
| 3M | -27.0% | -7.9% | -19.1% | -25.1% |
| 6M | -39.5% | -8.0% | -31.5% | -38.1% |
| YTD | -41.8% | -13.2% | -28.6% | -39.3% |
| 1Y | -38.9% | -16.4% | -22.4% | -35.3% |
| 3Y | -0.4% | -6.7% | +6.3% | +0.4% |
| 5Y | -4.2% | +8.0% | -12.2% | -11.6% |
| All | -4.2% | +9.3% | -13.5% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling