+7.3%
AON vs BTDR
+20.7%
-13.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.6% |
| 7D | -6.3% | -3.4% | -2.9% | -6.3% |
| 30D | -14.1% | +32.6% | -46.7% | -13.9% |
| 3M | -9.5% | -32.2% | +22.8% | -9.5% |
| 6M | -4.0% | +52.4% | -56.4% | -3.9% |
| YTD | -13.8% | +6.7% | -20.5% | -13.7% |
| 1Y | -18.3% | -15.2% | -3.0% | -18.2% |
| 3Y | -7.2% | +14.9% | -22.1% | -6.7% |
| All | +7.3% | +20.7% | -13.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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