+197.7%
AON vs BAX
-38.1%
+235.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -6.3% | -7.9% | +1.5% | -4.7% |
| 30D | -14.1% | -11.7% | -2.4% | -11.8% |
| 3M | -9.5% | +16.2% | -25.7% | -12.6% |
| 6M | -4.0% | +32.0% | -36.0% | -10.1% |
| YTD | -13.8% | +24.7% | -38.5% | -19.1% |
| 1Y | -18.3% | -2.6% | -15.7% | -19.2% |
| 3Y | -7.2% | -35.0% | +27.8% | -1.4% |
| 5Y | +7.3% | -67.6% | +74.9% | +42.5% |
| All | +197.7% | -38.1% | +235.8% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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