+790.2%
AON vs PSLV
+109.5%
+680.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | -6.3% | -3.5% | -2.9% | -6.2% |
| 30D | -14.1% | -2.1% | -11.9% | -14.1% |
| 3M | -9.5% | -1.6% | -7.8% | -9.5% |
| 6M | -4.0% | -25.5% | +21.5% | -3.2% |
| YTD | -13.8% | -11.4% | -2.4% | -14.6% |
| 1Y | -18.3% | +48.6% | -66.9% | -22.0% |
| 3Y | -7.2% | +166.9% | -174.1% | -15.5% |
| 5Y | +7.3% | +152.4% | -145.1% | -2.5% |
| 10Y | +203.6% | +187.8% | +15.8% | +168.8% |
| All | +790.2% | +109.5% | +680.7% | +657.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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