+1,102.1%
BAC vs AON
+5,388.5%
-4,286.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | +3.2% | +1.0% | +2.2% | +2.7% |
| 30D | -0.7% | +23.2% | -23.9% | -10.8% |
| 3M | -20.0% | -5.0% | -15.0% | -18.7% |
| 6M | +3.4% | +9.3% | -5.9% | -2.8% |
| YTD | -5.7% | -3.4% | -2.3% | -6.6% |
| 1Y | -1.4% | -2.9% | +1.4% | -2.7% |
| 3Y | +97.9% | +3.6% | +94.3% | +84.3% |
| 5Y | +22.9% | +16.9% | +6.0% | +6.0% |
| 10Y | +235.3% | +234.4% | +1.0% | +66.4% |
| All | +1,102.1% | +5,388.5% | -4,286.4% | +107.4% |
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