+209.2%
AON vs MLM
+204.6%
+4.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -11.9% | -6.5% | -5.3% | -10.3% |
| 3M | -2.9% | -7.4% | +4.6% | -1.2% |
| 6M | -6.8% | -15.8% | +9.0% | -3.2% |
| YTD | -10.1% | -17.4% | +7.4% | -6.4% |
| 1Y | -14.2% | -17.9% | +3.7% | -10.6% |
| 3Y | -3.3% | +18.9% | -22.1% | -10.3% |
| 5Y | +13.6% | +43.4% | -29.8% | -1.2% |
| 10Y | +209.2% | +206.2% | +3.0% | +114.6% |
| All | +209.2% | +204.6% | +4.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling