+8.6%
AON vs BROS
+33.7%
-25.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | -5.9% | -6.1% | +0.2% | -5.5% |
| 30D | -13.7% | -12.4% | -1.3% | -12.9% |
| 3M | -8.3% | -27.9% | +19.7% | -6.5% |
| 6M | -3.6% | -16.8% | +13.2% | -3.0% |
| YTD | -12.4% | -29.0% | +16.7% | -10.9% |
| 1Y | -14.6% | -33.2% | +18.6% | -13.0% |
| 3Y | -5.7% | +56.8% | -62.5% | -12.4% |
| All | +8.6% | +33.7% | -25.0% | +2.8% |
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