+212.3%
AON vs BRO
+300.9%
-88.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +0.7% |
| 7D | -3.6% | -4.3% | +0.8% | -0.7% |
| 30D | -12.4% | -3.1% | -9.3% | -10.5% |
| 3M | -6.9% | +14.2% | -21.0% | -15.1% |
| 6M | -2.6% | +0.6% | -3.2% | -3.5% |
| YTD | -11.3% | -13.6% | +2.3% | -2.9% |
| 1Y | -15.8% | -26.2% | +10.4% | +2.2% |
| 3Y | -6.1% | -4.7% | -1.4% | -6.2% |
| 5Y | +10.7% | +26.2% | -15.5% | -11.4% |
| 10Y | +212.3% | +305.3% | -93.0% | +20.5% |
| All | +212.3% | +300.9% | -88.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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