+3,087.2%
MMM vs AON
+5,388.5%
-2,301.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | +12.1% | +23.2% | -11.0% | +5.7% |
| 3M | +1.4% | -5.0% | +6.4% | +2.6% |
| 6M | +26.6% | +9.3% | +17.2% | +22.6% |
| YTD | +16.8% | -3.4% | +20.2% | +16.6% |
| 1Y | +10.1% | -2.9% | +13.0% | +9.7% |
| 3Y | +158.4% | +3.6% | +154.8% | +151.8% |
| 5Y | +43.1% | +16.9% | +26.2% | +33.8% |
| 10Y | +74.2% | +234.4% | -160.2% | +21.3% |
| All | +3,087.2% | +5,388.5% | -2,301.3% | +969.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling