+9.1%
AON vs PHM
+149.8%
-140.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | -5.9% | -6.4% | +0.5% | -4.7% |
| 30D | -13.7% | -12.1% | -1.6% | -11.5% |
| 3M | -8.3% | -1.5% | -6.7% | -8.2% |
| 6M | -3.6% | -6.0% | +2.4% | -2.9% |
| YTD | -12.4% | -0.3% | -12.1% | -12.9% |
| 1Y | -14.6% | -13.3% | -1.3% | -13.0% |
| 3Y | -5.7% | +47.6% | -53.3% | -17.5% |
| 5Y | +9.1% | +154.7% | -145.6% | -21.9% |
| All | +9.1% | +149.8% | -140.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling