+14.1%
BIL vs AON
-6.9%
+20.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | +0.1% | -7.9% | +8.0% | +0.1% |
| 30D | +0.3% | -14.6% | +14.9% | +0.3% |
| 3M | +0.9% | -7.9% | +8.8% | +0.9% |
| 6M | +1.8% | -8.0% | +9.8% | +1.8% |
| YTD | +2.5% | -13.2% | +15.7% | +2.5% |
| 1Y | +3.7% | -16.4% | +20.1% | +3.7% |
| All | +14.1% | -6.9% | +20.9% | +14.1% |
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