+17.1%
AON vs PL
+20.8%
-3.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.4% | -13.2% | -3.0% |
| 7D | +4.4% | -6.8% | +11.2% | +4.5% |
| 30D | +24.1% | -29.3% | +53.4% | +25.1% |
| 3M | -7.0% | -44.8% | +37.8% | -5.6% |
| 6M | +9.1% | -68.4% | +77.5% | +12.0% |
| YTD | -4.4% | -36.4% | +31.9% | -5.2% |
| 1Y | -0.8% | +0.7% | -1.5% | -3.9% |
| 3Y | +5.1% | +455.3% | -450.2% | -9.9% |
| All | +17.1% | +20.8% | -3.7% | +7.1% |
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 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