-45.4%
VRT vs AON
+8.4%
-53.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -2.6% |
| 7D | +10.5% | +1.0% | +9.5% | +11.4% |
| 30D | -9.3% | +23.2% | -32.5% | +5.3% |
| 3M | -29.6% | -5.0% | -24.6% | -34.2% |
| 6M | -45.4% | +9.3% | -54.7% | -34.2% |
| All | -45.4% | +8.4% | -53.8% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling