+683.7%
AON vs BTG
+385.9%
+297.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.6% |
| 7D | -7.9% | +2.4% | -10.3% | -8.0% |
| 30D | -14.6% | +9.5% | -24.1% | -14.8% |
| 3M | -7.9% | +38.5% | -46.4% | -8.7% |
| 6M | -8.0% | +5.6% | -13.7% | -8.3% |
| YTD | -13.2% | +23.9% | -37.2% | -14.0% |
| 1Y | -16.4% | +32.1% | -48.6% | -17.5% |
| 3Y | -6.7% | +103.2% | -109.9% | -9.4% |
| 5Y | +8.0% | +79.7% | -71.7% | +4.9% |
| 10Y | +205.6% | +159.1% | +46.5% | +191.6% |
| All | +683.7% | +385.9% | +297.9% | +654.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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