+5,404.7%
AON vs BBWI
+1,144.0%
+4,260.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +23.2% | +12.9% | +10.3% | +20.8% |
| 3M | -5.0% | +16.0% | -21.0% | -7.7% |
| 6M | +9.3% | +16.6% | -7.3% | +5.4% |
| YTD | -3.4% | +9.7% | -13.2% | -6.9% |
| 1Y | -2.9% | +1.5% | -4.4% | -6.1% |
| 3Y | +3.6% | -21.4% | +25.0% | +0.2% |
| 5Y | +16.9% | -67.6% | +84.4% | +27.1% |
| 10Y | +234.4% | -46.8% | +281.2% | +189.6% |
| All | +5,404.7% | +1,144.0% | +4,260.7% | +2,040.5% |
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