+7.3%
AON vs BTI
+118.0%
-110.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.8% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -14.1% | -1.1% | -13.0% | -13.9% |
| 3M | -9.5% | -8.8% | -0.7% | -7.8% |
| 6M | -4.0% | -4.0% | -0.1% | -3.4% |
| YTD | -13.8% | +0.4% | -14.2% | -14.2% |
| 1Y | -18.3% | +1.9% | -20.2% | -19.0% |
| 3Y | -7.2% | +108.5% | -115.7% | -23.6% |
| All | +7.3% | +118.0% | -110.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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