+5,025.2%
AON vs BTI
+6,031.1%
-1,006.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.2% | -1.4% | -1.8% | -3.0% |
| 30D | -11.9% | -7.0% | -4.8% | -10.7% |
| 3M | -2.9% | -6.3% | +3.5% | -1.7% |
| 6M | -6.8% | -2.0% | -4.9% | -6.8% |
| YTD | -10.1% | +0.2% | -10.3% | -10.5% |
| 1Y | -14.2% | +3.8% | -18.0% | -15.2% |
| 3Y | -3.3% | +112.1% | -115.3% | -17.0% |
| 5Y | +13.6% | +113.6% | -100.0% | -3.2% |
| 10Y | +209.2% | +69.6% | +139.6% | +167.9% |
| All | +5,025.2% | +6,031.1% | -1,006.0% | +2,538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling