+3.1%
AON vs BURL
+97.8%
-94.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | -2.4% | -0.8% | -1.5% | -2.3% |
| 30D | +22.8% | -4.4% | +27.2% | +22.9% |
| 3M | -5.3% | -28.6% | +23.2% | -4.8% |
| 6M | +8.4% | -12.3% | +20.7% | +8.7% |
| YTD | -3.9% | -11.3% | +7.4% | -3.7% |
| 1Y | -3.1% | -10.4% | +7.3% | -3.0% |
| All | +3.1% | +97.8% | -94.7% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling