+16.8%
AON vs PL
+31.5%
-14.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +1.0% | +10.0% | -9.0% | +0.8% |
| 30D | +23.2% | -2.3% | +25.4% | +23.2% |
| 3M | -5.0% | -44.2% | +39.2% | -3.7% |
| 6M | +9.3% | -66.1% | +75.4% | +12.1% |
| YTD | -3.4% | -30.0% | +26.6% | -4.5% |
| 1Y | -2.9% | +21.0% | -23.9% | -6.4% |
| 3Y | +3.6% | +516.5% | -512.9% | -11.4% |
| All | +16.8% | +31.5% | -14.7% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling