+5,143.6%
AON vs BBWI
+1,034.6%
+4,109.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | -9.1% | +1.5% | -10.6% | -9.3% |
| 30D | -10.2% | -5.2% | -5.1% | -9.7% |
| 3M | +0.5% | +11.1% | -10.6% | -1.8% |
| 6M | -4.8% | -13.4% | +8.5% | -4.1% |
| YTD | -8.0% | +0.1% | -8.1% | -9.8% |
| 1Y | -13.1% | -36.1% | +23.1% | -9.3% |
| 3Y | -1.3% | -44.1% | +42.8% | +1.2% |
| 5Y | +14.9% | -66.2% | +81.2% | +24.0% |
| 10Y | +214.9% | -54.8% | +269.7% | +181.3% |
| All | +5,143.6% | +1,034.6% | +4,109.0% | +1,975.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling