+312.1%
ROST vs AON
+204.8%
+107.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +3.1% |
| 7D | +0.2% | -6.3% | +6.5% | +3.2% |
| 30D | -6.9% | -14.1% | +7.2% | -0.6% |
| 3M | -3.3% | -9.5% | +6.2% | +0.3% |
| 6M | +9.0% | -4.0% | +13.1% | +9.4% |
| YTD | +28.9% | -13.8% | +42.7% | +35.3% |
| 1Y | +54.0% | -18.3% | +72.3% | +65.6% |
| 3Y | +100.7% | -7.2% | +107.9% | +96.9% |
| 5Y | +116.0% | +7.3% | +108.7% | +91.8% |
| All | +312.1% | +204.8% | +107.4% | +126.9% |
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 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