-0.8%
AON vs PR
+80.1%
-80.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -2.6% |
| 7D | +4.4% | -16.4% | +20.8% | +2.4% |
| 30D | +24.1% | -1.9% | +26.0% | +23.3% |
| 3M | -7.0% | +8.0% | -14.9% | -6.7% |
| 6M | +9.1% | +4.1% | +5.0% | +9.2% |
| YTD | -4.4% | +58.7% | -63.1% | -2.3% |
| 1Y | -0.8% | +75.8% | -76.6% | -2.3% |
| All | -0.8% | +80.1% | -80.8% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling