+50.4%
RSP vs AON
+17.2%
+33.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +4.4% | +22.8% | -18.4% | -2.2% |
| 3M | +1.3% | -5.3% | +6.6% | +2.7% |
| 6M | +10.0% | +8.4% | +1.6% | +6.0% |
| YTD | +17.6% | -3.9% | +21.5% | +17.8% |
| 1Y | +19.2% | -3.1% | +22.3% | +18.9% |
| 3Y | +66.0% | +3.0% | +63.1% | +59.5% |
| 5Y | +50.4% | +16.7% | +33.7% | +32.8% |
| All | +50.4% | +17.2% | +33.2% | +32.8% |
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 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