-4.7%
AON vs MULL
+346.5%
-351.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -2.5% |
| 7D | -3.2% | +14.0% | -17.2% | -2.3% |
| 30D | -11.9% | +24.8% | -36.7% | -10.2% |
| 3M | -2.9% | -16.1% | +13.2% | -1.5% |
| All | -4.7% | +346.5% | -351.2% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling