+225.8%
AON vs BURL
+247.8%
-22.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | +1.9% | +5.9% | -4.0% | +1.1% |
| 30D | +23.3% | -8.3% | +31.6% | +24.6% |
| 3M | -5.5% | -31.6% | +26.1% | -0.9% |
| 6M | +8.0% | -16.6% | +24.7% | +10.1% |
| YTD | -4.0% | -12.1% | +8.1% | -3.2% |
| 1Y | -1.7% | -10.0% | +8.2% | -1.6% |
| 3Y | +2.9% | +94.3% | -91.4% | -11.0% |
| 5Y | +17.2% | -13.2% | +30.4% | +12.9% |
| 10Y | +225.8% | +252.5% | -26.7% | +163.4% |
| All | +225.8% | +247.8% | -22.0% | +163.4% |
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