+46.5%
AON vs PL
+84.9%
-38.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -9.1% | -9.3% | +0.2% | -8.9% |
| 30D | -10.2% | -18.9% | +8.7% | -9.8% |
| 3M | +0.5% | -58.4% | +58.9% | +2.8% |
| 6M | -4.8% | -30.3% | +25.5% | -5.0% |
| YTD | -8.0% | -8.1% | +0.1% | -9.5% |
| 1Y | -13.1% | +180.5% | -193.6% | -19.1% |
| 3Y | -1.3% | +444.1% | -445.4% | -14.0% |
| 5Y | +14.9% | +83.0% | -68.1% | +6.1% |
| All | +46.5% | +84.9% | -38.4% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling