-6.6%
AON vs BBWI
-47.8%
+41.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.3% | +2.8% | -3.2% |
| 7D | -7.9% | -4.4% | -3.5% | -7.7% |
| 30D | -14.6% | -7.4% | -7.3% | -14.4% |
| 3M | -7.9% | -2.2% | -5.7% | -7.9% |
| 6M | -8.0% | -16.3% | +8.3% | -7.6% |
| YTD | -13.2% | -9.1% | -4.1% | -13.2% |
| 1Y | -16.4% | -34.5% | +18.1% | -15.1% |
| All | -6.6% | -47.8% | +41.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling