+415.8%
AON vs BURL
+970.5%
-554.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.6% |
| 7D | +4.4% | +4.1% | +0.3% | +3.8% |
| 30D | +24.1% | -9.5% | +33.6% | +25.7% |
| 3M | -7.0% | -33.5% | +26.6% | -2.1% |
| 6M | +9.1% | -22.1% | +31.2% | +12.2% |
| YTD | -4.4% | -14.6% | +10.2% | -3.3% |
| 1Y | -0.8% | -8.4% | +7.6% | -0.9% |
| 3Y | +5.1% | +86.6% | -81.4% | -7.9% |
| 5Y | +20.4% | -17.2% | +37.6% | +16.3% |
| 10Y | +239.2% | +256.4% | -17.2% | +158.0% |
| All | +415.8% | +970.5% | -554.8% | +262.3% |
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