+1,357.0%
AON vs BB
+258.8%
+1,098.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -9.1% | -5.6% | -3.5% | -8.7% |
| 30D | -10.2% | -11.8% | +1.6% | -9.6% |
| 3M | +0.5% | -25.5% | +26.0% | +1.8% |
| 6M | -4.8% | +121.3% | -126.1% | -11.2% |
| YTD | -8.0% | +103.2% | -111.2% | -13.6% |
| 1Y | -13.1% | +102.6% | -115.7% | -18.6% |
| 3Y | -1.3% | +37.5% | -38.8% | -7.3% |
| 5Y | +14.9% | -30.4% | +45.4% | +11.3% |
| 10Y | +214.9% | 0.0% | +214.9% | +176.4% |
| All | +1,357.0% | +258.8% | +1,098.1% | +1,087.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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