+26.0%
MMM vs AON
+8.4%
+17.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -0.8% | +1.0% | -1.9% | -1.0% |
| 30D | +11.7% | +23.2% | -11.5% | +8.9% |
| 3M | +1.0% | -5.0% | +6.0% | +0.6% |
| 6M | +26.0% | +9.3% | +16.7% | +25.1% |
| All | +26.0% | +8.4% | +17.7% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling