+14.0%
AON vs BROS
+43.3%
-29.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -9.1% | -6.7% | -2.4% | -8.7% |
| 30D | -10.2% | -29.1% | +18.8% | -8.3% |
| 3M | +0.5% | -16.7% | +17.2% | +1.4% |
| 6M | -4.8% | -11.6% | +6.8% | -4.6% |
| YTD | -8.0% | -23.9% | +15.9% | -7.0% |
| 1Y | -13.1% | -34.8% | +21.7% | -11.3% |
| 3Y | -1.3% | +62.1% | -63.4% | -8.5% |
| All | +14.0% | +43.3% | -29.3% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling