+16.8%
AON vs BROS
-43.5%
+60.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +1.0% |
| 7D | +1.0% | +6.3% | -5.3% | +0.5% |
| 30D | +23.2% | -8.3% | +31.5% | +23.7% |
| 3M | -5.0% | -29.8% | +24.8% | -2.7% |
| 6M | +9.3% | -25.8% | +35.2% | +11.1% |
| YTD | -3.4% | -41.4% | +37.9% | -0.5% |
| 1Y | -2.9% | -35.2% | +32.3% | -0.9% |
| 3Y | +3.6% | +32.8% | -29.1% | -4.2% |
| All | +16.8% | -43.5% | +60.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling