-7.2%
AON vs BR
-5.3%
-1.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -6.3% | -3.0% | -3.3% | -5.1% |
| 30D | -14.1% | -0.3% | -13.8% | -14.0% |
| 3M | -9.5% | +17.3% | -26.8% | -15.7% |
| 6M | -4.0% | -6.7% | +2.7% | -2.6% |
| YTD | -13.8% | -23.4% | +9.6% | -5.5% |
| 1Y | -18.3% | -32.7% | +14.4% | -5.5% |
| 3Y | -7.2% | -5.9% | -1.3% | -7.2% |
| All | -7.2% | -5.3% | -1.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling