+197.7%
AON vs BDX
+59.3%
+138.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -6.3% | -3.2% | -3.2% | -5.4% |
| 30D | -14.1% | -2.5% | -11.5% | -13.4% |
| 3M | -9.5% | +21.4% | -30.9% | -14.9% |
| 6M | -4.0% | +10.4% | -14.4% | -7.3% |
| YTD | -13.8% | +18.8% | -32.6% | -19.0% |
| 1Y | -18.3% | +21.7% | -40.0% | -23.9% |
| 3Y | -7.2% | -10.0% | +2.8% | -6.0% |
| 5Y | +7.3% | -1.8% | +9.2% | +4.4% |
| All | +197.7% | +59.3% | +138.4% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling