+1,142.9%
RSP vs AON
+1,937.0%
-794.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.7% | +1.9% | -1.1% | -0.1% |
| 30D | +3.7% | +23.3% | -19.6% | -5.7% |
| 3M | +0.7% | -5.5% | +6.2% | +2.5% |
| 6M | +9.0% | +8.0% | +1.0% | +3.9% |
| YTD | +16.7% | -4.0% | +20.7% | +16.2% |
| 1Y | +19.0% | -1.7% | +20.7% | +17.1% |
| 3Y | +64.7% | +2.9% | +61.8% | +55.6% |
| 5Y | +49.6% | +17.2% | +32.4% | +31.3% |
| 10Y | +213.2% | +225.8% | -12.6% | +65.3% |
| All | +1,142.9% | +1,937.0% | -794.1% | +232.7% |
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