+197.7%
AON vs BNS
+188.9%
+8.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.9% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -14.1% | +3.5% | -17.6% | -15.4% |
| 3M | -9.5% | +14.1% | -23.5% | -14.4% |
| 6M | -4.0% | +33.8% | -37.8% | -15.2% |
| YTD | -13.8% | +29.5% | -43.3% | -23.1% |
| 1Y | -18.3% | +48.4% | -66.7% | -31.3% |
| 3Y | -7.2% | +129.6% | -136.8% | -36.5% |
| 5Y | +7.3% | +96.1% | -88.7% | -22.0% |
| All | +197.7% | +188.9% | +8.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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