+19.5%
RSP vs AON
-2.6%
+22.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +2.4% | +1.0% | +1.3% | +2.3% |
| 30D | +4.3% | +23.2% | -18.9% | +2.7% |
| 3M | -0.3% | -5.0% | +4.7% | -0.4% |
| 6M | +9.8% | +9.3% | +0.5% | +9.3% |
| YTD | +16.8% | -3.4% | +20.2% | +17.1% |
| 1Y | +19.5% | -2.9% | +22.4% | +19.8% |
| All | +19.5% | -2.6% | +22.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling