+4,812.5%
AON vs BRO
+25,535.5%
-20,722.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -6.3% | -7.3% | +1.0% | -4.3% |
| 30D | -14.1% | -6.9% | -7.2% | -12.3% |
| 3M | -9.5% | +10.7% | -20.1% | -12.0% |
| 6M | -4.0% | -2.7% | -1.3% | -3.2% |
| YTD | -13.8% | -16.3% | +2.5% | -9.4% |
| 1Y | -18.3% | -29.1% | +10.8% | -10.2% |
| 3Y | -7.2% | -7.8% | +0.6% | -4.9% |
| 5Y | +7.3% | +18.7% | -11.4% | +3.1% |
| 10Y | +203.6% | +291.9% | -88.3% | +124.9% |
| All | +4,812.5% | +25,535.5% | -20,722.9% | +2,468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling