+136.4%
BAC vs AON
-3.6%
+140.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +1.2% | -3.2% | +4.4% | +1.8% |
| 30D | -0.7% | -11.9% | +11.1% | +1.5% |
| 3M | +16.9% | -2.9% | +19.8% | +17.0% |
| 6M | +29.6% | -6.8% | +36.4% | +30.7% |
| YTD | +15.3% | -10.1% | +25.3% | +17.0% |
| 1Y | +28.8% | -14.2% | +43.1% | +32.2% |
| 3Y | +136.4% | -3.3% | +139.6% | +138.8% |
| All | +136.4% | -3.6% | +140.0% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling