+396.5%
AON vs BURL
+1,051.1%
-654.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | -9.1% | -2.8% | -6.3% | -8.7% |
| 30D | -10.2% | -28.2% | +17.9% | -6.4% |
| 3M | +0.5% | -17.6% | +18.1% | +2.9% |
| 6M | -4.8% | -11.8% | +6.9% | -3.8% |
| YTD | -8.0% | -8.1% | +0.2% | -7.7% |
| 1Y | -13.1% | -12.0% | -1.1% | -12.6% |
| 3Y | -1.3% | +63.3% | -64.6% | -11.6% |
| 5Y | +14.9% | -10.8% | +25.7% | +10.0% |
| 10Y | +214.9% | +215.9% | -1.0% | +143.1% |
| All | +396.5% | +1,051.1% | -654.6% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling