+111.1%
ROST vs AON
+9.0%
+102.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -2.5% | -5.9% | +3.4% | -0.5% |
| 30D | -10.3% | -13.7% | +3.4% | -5.9% |
| 3M | -2.6% | -8.3% | +5.7% | -0.2% |
| 6M | +6.5% | -3.6% | +10.2% | +6.8% |
| YTD | +25.9% | -12.4% | +38.3% | +30.3% |
| 1Y | +52.3% | -14.6% | +67.0% | +59.1% |
| 3Y | +94.6% | -5.7% | +100.3% | +90.6% |
| 5Y | +111.1% | +9.1% | +102.0% | +78.6% |
| All | +111.1% | +9.0% | +102.1% | +78.6% |
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