+5,143.6%
AON vs PSA
+14,185.8%
-9,042.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -9.1% | -3.7% | -5.4% | -8.1% |
| 30D | -10.2% | -7.7% | -2.5% | -8.2% |
| 3M | +0.5% | -0.6% | +1.1% | +0.7% |
| 6M | -4.8% | -0.9% | -3.9% | -4.9% |
| YTD | -8.0% | +18.7% | -26.6% | -12.6% |
| 1Y | -13.1% | +7.6% | -20.7% | -15.3% |
| 3Y | -1.3% | +23.7% | -24.9% | -8.5% |
| 5Y | +14.9% | +13.7% | +1.3% | +8.3% |
| 10Y | +214.9% | +98.9% | +116.1% | +150.4% |
| All | +5,143.6% | +14,185.8% | -9,042.1% | +1,851.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling