+4,812.5%
AON vs PEG
+2,880.5%
+1,932.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -6.3% | -0.9% | -5.4% | -6.0% |
| 30D | -14.1% | -3.7% | -10.4% | -13.1% |
| 3M | -9.5% | -7.3% | -2.2% | -7.3% |
| 6M | -4.0% | -10.5% | +6.5% | -0.9% |
| YTD | -13.8% | -7.5% | -6.3% | -12.1% |
| 1Y | -18.3% | -8.7% | -9.6% | -16.4% |
| 3Y | -7.2% | +31.4% | -38.5% | -16.7% |
| 5Y | +7.3% | +37.8% | -30.4% | -5.5% |
| 10Y | +203.6% | +148.0% | +55.6% | +118.9% |
| All | +4,812.5% | +2,880.5% | +1,932.0% | +1,361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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