+5,404.7%
AON vs BAX
+899.7%
+4,505.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +23.2% | +4.1% | +19.1% | +21.8% |
| 3M | -5.0% | -4.5% | -0.5% | -4.2% |
| 6M | +9.3% | +49.2% | -39.9% | -1.1% |
| YTD | -3.4% | +35.2% | -38.7% | -11.8% |
| 1Y | -2.9% | +38.3% | -41.2% | -11.9% |
| 3Y | +3.6% | -19.0% | +22.7% | +3.4% |
| 5Y | +16.9% | -64.2% | +81.0% | +41.2% |
| 10Y | +234.4% | -35.7% | +270.1% | +244.2% |
| All | +5,404.7% | +899.7% | +4,505.0% | +2,818.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling