+3,342.5%
AON vs BWA
+3,424.3%
-81.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.8% |
| 7D | -3.2% | +4.3% | -7.5% | -4.2% |
| 30D | -11.9% | -2.9% | -9.0% | -11.4% |
| 3M | -2.9% | -12.4% | +9.6% | -0.5% |
| 6M | -6.8% | +28.6% | -35.4% | -13.6% |
| YTD | -10.1% | +48.2% | -58.3% | -20.5% |
| 1Y | -14.2% | +50.9% | -65.2% | -24.7% |
| 3Y | -3.3% | +72.2% | -75.4% | -20.0% |
| 5Y | +13.6% | +91.1% | -77.5% | -10.8% |
| 10Y | +209.2% | +144.0% | +65.2% | +114.2% |
| All | +3,342.5% | +3,424.3% | -81.8% | +1,072.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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