-20.2%
AON vs MULL
+2,337.2%
-2,357.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -6.3% | -8.4% | +2.1% | -6.6% |
| 30D | -14.1% | +9.7% | -23.8% | -13.6% |
| 3M | -9.5% | -26.8% | +17.3% | -9.1% |
| 6M | -4.0% | +220.7% | -224.7% | -1.0% |
| YTD | -13.8% | +509.0% | -522.8% | -10.8% |
| 1Y | -18.3% | +1,739.5% | -1,757.8% | -16.6% |
| All | -20.2% | +2,337.2% | -2,357.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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