-1.9%
AON vs PL
+8.6%
-10.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.5% | -14.2% | +0.8% |
| 7D | +0.7% | +10.9% | -10.2% | +1.2% |
| 30D | +23.1% | -16.4% | +39.5% | +22.8% |
| 3M | -6.0% | -39.9% | +33.9% | -7.0% |
| 6M | +7.9% | -63.2% | +71.1% | +6.0% |
| YTD | -4.1% | -27.1% | +23.0% | -6.9% |
| All | -1.9% | +8.6% | -10.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling