+51.2%
MMM vs AON
+209.9%
-158.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -3.2% | -5.9% | +2.6% | -0.8% |
| 30D | -10.7% | -13.7% | +3.0% | -5.4% |
| 3M | +4.3% | -8.3% | +12.6% | +7.2% |
| 6M | +5.9% | -3.6% | +9.5% | +6.1% |
| YTD | +3.2% | -12.4% | +15.5% | +7.2% |
| 1Y | +8.0% | -14.6% | +22.7% | +13.4% |
| 3Y | +99.1% | -5.7% | +104.8% | +97.9% |
| 5Y | +25.7% | +9.1% | +16.6% | +15.0% |
| All | +51.2% | +209.9% | -158.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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