+197.7%
AON vs PSA
+102.6%
+95.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -6.3% | -1.8% | -4.5% | -5.7% |
| 30D | -14.1% | -8.4% | -5.7% | -11.5% |
| 3M | -9.5% | -7.8% | -1.6% | -6.9% |
| 6M | -4.0% | +0.8% | -4.8% | -4.5% |
| YTD | -13.8% | +16.5% | -30.3% | -18.6% |
| 1Y | -18.3% | +4.7% | -23.0% | -20.1% |
| 3Y | -7.2% | +21.1% | -28.2% | -15.2% |
| 5Y | +7.3% | +14.2% | -6.8% | -0.4% |
| All | +197.7% | +102.6% | +95.1% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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