+197.7%
AON vs BG
+166.7%
+31.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.3% |
| 7D | -6.3% | +3.1% | -9.4% | -6.9% |
| 30D | -14.1% | +10.2% | -24.3% | -15.7% |
| 3M | -9.5% | -1.7% | -7.8% | -9.5% |
| 6M | -4.0% | +1.0% | -5.0% | -4.7% |
| YTD | -13.8% | +39.9% | -53.7% | -19.9% |
| 1Y | -18.3% | +53.2% | -71.5% | -25.7% |
| 3Y | -7.2% | +16.3% | -23.5% | -11.6% |
| 5Y | +7.3% | +83.9% | -76.5% | -9.8% |
| All | +197.7% | +166.7% | +31.0% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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