-7.2%
AON vs BROS
+59.1%
-66.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.7% |
| 7D | -6.3% | -5.8% | -0.6% | -6.1% |
| 30D | -14.1% | -14.0% | -0.1% | -13.6% |
| 3M | -9.5% | -32.5% | +23.0% | -8.2% |
| 6M | -4.0% | -14.9% | +10.9% | -3.7% |
| YTD | -13.8% | -28.3% | +14.5% | -13.0% |
| 1Y | -18.3% | -34.0% | +15.7% | -17.2% |
| 3Y | -7.2% | +63.0% | -70.1% | -12.0% |
| All | -7.2% | +59.1% | -66.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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