+235.3%
AON vs BURL
+232.1%
+3.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.0% | +1.9% |
| 7D | +1.0% | -1.6% | +2.6% | +1.2% |
| 30D | +23.2% | -7.7% | +30.9% | +24.4% |
| 3M | -5.0% | -31.7% | +26.6% | -0.4% |
| 6M | +9.3% | -15.2% | +24.5% | +11.1% |
| YTD | -3.4% | -15.9% | +12.5% | -2.1% |
| 1Y | -2.9% | -14.2% | +11.3% | -2.1% |
| 3Y | +3.6% | +93.5% | -89.9% | -10.5% |
| 5Y | +16.9% | -9.9% | +26.8% | +11.5% |
| All | +235.3% | +232.1% | +3.2% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling