+202.6%
AON vs BAH
+207.1%
-4.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.8% | -0.2% |
| 7D | -5.9% | +2.4% | -8.3% | -6.4% |
| 30D | -13.7% | -2.9% | -10.7% | -13.1% |
| 3M | -8.3% | -1.3% | -6.9% | -8.4% |
| 6M | -3.6% | -0.9% | -2.7% | -4.2% |
| YTD | -12.4% | -8.2% | -4.1% | -11.9% |
| 1Y | -14.6% | -24.0% | +9.3% | -10.4% |
| 3Y | -5.7% | -28.1% | +22.4% | -4.2% |
| 5Y | +9.1% | +2.5% | +6.6% | -3.4% |
| All | +202.6% | +207.1% | -4.4% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling