+2.2%
AON vs PL
+540.6%
-538.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.9% |
| 7D | -3.2% | +22.3% | -25.4% | -3.2% |
| 30D | +21.7% | -8.3% | +30.0% | +21.8% |
| 3M | -5.1% | -43.3% | +38.1% | -4.8% |
| 6M | +5.9% | -65.8% | +71.7% | +6.7% |
| YTD | -4.8% | -29.5% | +24.7% | -5.9% |
| 1Y | -4.1% | +11.7% | -15.8% | -6.4% |
| All | +2.2% | +540.6% | -538.4% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling