+1,270.6%
AON vs PRU
+806.8%
+463.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.3% |
| 7D | +0.7% | +3.2% | -2.5% | -0.1% |
| 30D | +23.1% | +7.9% | +15.2% | +20.7% |
| 3M | -6.0% | +1.8% | -7.8% | -6.4% |
| 6M | +7.9% | +24.1% | -16.3% | +2.0% |
| YTD | -4.1% | +12.4% | -16.5% | -7.3% |
| 1Y | -2.3% | +20.9% | -23.2% | -7.4% |
| 3Y | +3.4% | +55.5% | -52.0% | -9.1% |
| 5Y | +17.1% | +42.7% | -25.6% | +4.2% |
| 10Y | +230.6% | +106.1% | +124.4% | +154.2% |
| All | +1,270.6% | +806.8% | +463.8% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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