+391.9%
BAC vs AON
+209.9%
+182.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -0.3% | -5.9% | +5.6% | +2.7% |
| 30D | -1.8% | -13.7% | +11.9% | +5.2% |
| 3M | +15.3% | -8.3% | +23.6% | +19.0% |
| 6M | +30.2% | -3.6% | +33.8% | +30.3% |
| YTD | +15.6% | -12.4% | +27.9% | +20.9% |
| 1Y | +27.5% | -14.6% | +42.1% | +34.8% |
| 3Y | +137.0% | -5.7% | +142.7% | +131.1% |
| 5Y | +75.6% | +9.1% | +66.4% | +51.8% |
| All | +391.9% | +209.9% | +182.0% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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