+18.4%
BX vs AON
+6.4%
+12.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.1% | +3.3% |
| 7D | -5.6% | -6.3% | +0.7% | -2.5% |
| 30D | -12.2% | -14.1% | +1.9% | -5.8% |
| 3M | +7.4% | -9.5% | +16.9% | +11.7% |
| 6M | +22.2% | -4.0% | +26.2% | +22.5% |
| YTD | -14.0% | -13.8% | -0.2% | -9.1% |
| 1Y | -27.3% | -18.3% | -9.0% | -20.8% |
| 3Y | +24.5% | -7.2% | +31.7% | +22.1% |
| All | +18.4% | +6.4% | +12.1% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling