+4,895.0%
AON vs BDX
+5,136.8%
-241.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -5.9% | -5.4% | -0.5% | -4.5% |
| 30D | -13.7% | -2.2% | -11.5% | -13.2% |
| 3M | -8.3% | +20.1% | -28.4% | -12.8% |
| 6M | -3.6% | +9.1% | -12.7% | -6.2% |
| YTD | -12.4% | +17.9% | -30.2% | -16.7% |
| 1Y | -14.6% | +22.1% | -36.7% | -19.7% |
| 3Y | -5.7% | -10.5% | +4.8% | -5.0% |
| 5Y | +9.1% | -2.6% | +11.7% | +6.9% |
| 10Y | +208.7% | +57.5% | +151.2% | +160.7% |
| All | +4,895.0% | +5,136.8% | -241.8% | +1,671.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling