+3,868.8%
AON vs MLM
+2,981.8%
+887.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | +4.4% | -4.1% | +8.5% | +5.6% |
| 30D | +24.1% | +8.2% | +15.9% | +21.5% |
| 3M | -7.0% | -3.6% | -3.4% | -6.0% |
| 6M | +9.1% | -15.6% | +24.7% | +13.7% |
| YTD | -4.4% | -16.4% | +12.0% | -0.6% |
| 1Y | -0.8% | -14.3% | +13.6% | +2.3% |
| 3Y | +5.1% | +19.3% | -14.2% | -2.3% |
| 5Y | +20.4% | +29.6% | -9.2% | +8.0% |
| 10Y | +239.2% | +189.9% | +49.3% | +128.6% |
| All | +3,868.8% | +2,981.8% | +887.0% | +1,141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling