-1.9%
AON vs PR
+66.2%
-68.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.2% |
| 7D | +0.7% | -12.4% | +13.1% | -0.8% |
| 30D | +23.1% | -6.6% | +29.7% | +21.8% |
| 3M | -6.0% | +7.5% | -13.5% | -5.8% |
| 6M | +7.9% | +10.8% | -2.9% | +8.3% |
| YTD | -4.1% | +57.0% | -61.2% | -0.8% |
| All | -1.9% | +66.2% | -68.1% | -0.7% |
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