+230.6%
AON vs PR
+66.7%
+163.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.3% |
| 7D | +0.7% | -12.4% | +13.1% | +1.1% |
| 30D | +23.1% | -6.6% | +29.7% | +23.3% |
| 3M | -6.0% | +7.5% | -13.5% | -6.4% |
| 6M | +7.9% | +10.8% | -2.9% | +7.3% |
| YTD | -4.1% | +57.0% | -61.2% | -5.9% |
| 1Y | -2.3% | +67.9% | -70.3% | -4.4% |
| 3Y | +3.4% | +87.6% | -84.1% | +0.3% |
| 5Y | +17.1% | +220.4% | -203.3% | +10.4% |
| 10Y | +230.6% | +64.8% | +165.7% | +223.3% |
| All | +230.6% | +66.7% | +163.9% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling