+232.6%
AON vs MLM
+140.5%
+92.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -2.4% | -5.8% | +3.5% | -0.8% |
| 30D | +22.8% | +9.8% | +13.0% | +19.7% |
| 3M | -5.3% | -5.2% | -0.2% | -4.0% |
| 6M | +8.4% | -10.3% | +18.6% | +10.9% |
| YTD | -3.9% | -15.5% | +11.6% | -0.6% |
| 1Y | -3.1% | -15.0% | +11.9% | +0.1% |
| 3Y | +3.0% | +17.5% | -14.5% | -4.2% |
| 5Y | +16.7% | +30.5% | -13.9% | +3.5% |
| 10Y | +232.6% | +145.5% | +87.1% | +140.1% |
| All | +232.6% | +140.5% | +92.1% | +140.1% |
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