+26.2%
BAC vs AON
-16.9%
+43.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | 0.0% | -6.3% | +6.3% | +0.6% |
| 30D | -2.8% | -14.1% | +11.3% | -1.4% |
| 3M | +14.2% | -9.5% | +23.7% | +15.0% |
| 6M | +30.5% | -4.0% | +34.6% | +30.3% |
| YTD | +15.8% | -13.8% | +29.6% | +17.0% |
| 1Y | +26.2% | -18.3% | +44.4% | +25.8% |
| All | +26.2% | -16.9% | +43.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling