-10.6%
BITO vs AON
+1.5%
-12.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | -3.4% | -6.3% | +2.9% | -1.2% |
| 30D | +21.4% | -14.1% | +35.5% | +27.7% |
| 3M | +20.5% | -9.5% | +30.0% | +23.5% |
| 6M | +7.4% | -4.0% | +11.4% | +6.6% |
| YTD | -13.9% | -13.8% | -0.1% | -10.6% |
| 1Y | -35.1% | -18.3% | -16.8% | -30.9% |
| 3Y | +156.8% | -7.2% | +164.0% | +147.2% |
| All | -10.6% | +1.5% | -12.0% | -24.2% |
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