+4,812.5%
AON vs PHM
+10,881.9%
-6,069.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -2.0% |
| 7D | -6.3% | -5.0% | -1.3% | -5.4% |
| 30D | -14.1% | -8.4% | -5.7% | -12.6% |
| 3M | -9.5% | -4.4% | -5.1% | -8.8% |
| 6M | -4.0% | -3.7% | -0.3% | -3.8% |
| YTD | -13.8% | +1.3% | -15.1% | -14.7% |
| 1Y | -18.3% | -14.0% | -4.3% | -16.6% |
| 3Y | -7.2% | +48.1% | -55.3% | -16.9% |
| 5Y | +7.3% | +158.8% | -151.4% | -15.7% |
| 10Y | +203.6% | +562.8% | -359.2% | +88.8% |
| All | +4,812.5% | +10,881.9% | -6,069.4% | +1,358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling