+5,025.2%
AON vs BAX
+862.9%
+4,162.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.4% |
| 7D | -3.2% | -2.4% | -0.8% | -2.7% |
| 30D | -11.9% | -9.7% | -2.1% | -9.7% |
| 3M | -2.9% | +29.3% | -32.1% | -8.9% |
| 6M | -6.8% | +40.7% | -47.5% | -14.8% |
| YTD | -10.1% | +30.3% | -40.3% | -17.0% |
| 1Y | -14.2% | +3.4% | -17.6% | -16.8% |
| 3Y | -3.3% | -32.0% | +28.8% | +0.7% |
| 5Y | +13.6% | -66.9% | +80.5% | +40.1% |
| 10Y | +209.2% | -37.1% | +246.2% | +220.4% |
| All | +5,025.2% | +862.9% | +4,162.3% | +2,646.8% |
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