+9,850.6%
ROL vs AON
+5,388.5%
+4,462.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.1% |
| 7D | +3.0% | +1.0% | +1.9% | +2.7% |
| 30D | +19.8% | +23.2% | -3.4% | +12.7% |
| 3M | +7.9% | -5.0% | +12.9% | +9.3% |
| 6M | -25.6% | +9.3% | -35.0% | -27.8% |
| YTD | -34.1% | -3.4% | -30.7% | -34.1% |
| 1Y | -31.4% | -2.9% | -28.5% | -31.4% |
| 3Y | +4.7% | +3.6% | +1.0% | +1.8% |
| 5Y | +15.6% | +16.9% | -1.3% | +8.0% |
| 10Y | +220.6% | +234.4% | -13.8% | +119.0% |
| All | +9,850.6% | +5,388.5% | +4,462.1% | +3,580.8% |
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