+1,376.8%
BAC vs AON
+5,128.2%
-3,751.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +1.1% | -9.1% | +10.2% | +5.7% |
| 30D | -0.4% | -10.2% | +9.8% | +4.7% |
| 3M | +16.9% | +0.5% | +16.4% | +15.4% |
| 6M | +26.6% | -4.8% | +31.4% | +27.8% |
| YTD | +15.8% | -8.0% | +23.8% | +18.2% |
| 1Y | +27.2% | -13.1% | +40.2% | +33.3% |
| 3Y | +132.4% | -1.3% | +133.7% | +123.1% |
| 5Y | +72.6% | +14.9% | +57.7% | +50.5% |
| 10Y | +389.7% | +214.9% | +174.8% | +151.6% |
| All | +1,376.8% | +5,128.2% | -3,751.4% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling