+1,096.6%
AON vs PBR
+1,899.4%
-802.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -6.3% | +5.4% | -11.7% | -7.0% |
| 30D | -14.1% | +22.9% | -37.0% | -16.4% |
| 3M | -9.5% | +19.6% | -29.1% | -11.8% |
| 6M | -4.0% | +16.5% | -20.5% | -6.3% |
| YTD | -13.8% | +86.7% | -100.5% | -21.1% |
| 1Y | -18.3% | +74.7% | -93.0% | -24.7% |
| 3Y | -7.2% | +102.6% | -109.8% | -17.2% |
| 5Y | +7.3% | +566.6% | -559.2% | -20.8% |
| 10Y | +203.6% | +686.1% | -482.5% | +101.4% |
| All | +1,096.6% | +1,899.4% | -802.8% | +534.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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