+799.6%
AON vs BAH
+876.9%
-77.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | -3.2% | -4.3% | +1.1% | -2.2% |
| 30D | -11.9% | -4.5% | -7.4% | -11.0% |
| 3M | -2.9% | -7.6% | +4.7% | -1.4% |
| 6M | -6.8% | -10.6% | +3.8% | -4.9% |
| YTD | -10.1% | -12.6% | +2.5% | -8.4% |
| 1Y | -14.2% | -27.0% | +12.8% | -9.0% |
| 3Y | -3.3% | -31.5% | +28.2% | +0.4% |
| 5Y | +13.6% | -3.8% | +17.4% | +5.3% |
| 10Y | +209.2% | +183.9% | +25.2% | +113.9% |
| All | +799.6% | +876.9% | -77.3% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling