-14.9%
PEP vs AON
-6.9%
-8.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.5% |
| 7D | -1.7% | -7.9% | +6.2% | +0.1% |
| 30D | +0.3% | -14.6% | +15.0% | +3.7% |
| 3M | -3.2% | -7.9% | +4.7% | -1.5% |
| 6M | -13.6% | -8.0% | -5.6% | -12.1% |
| YTD | -1.9% | -13.2% | +11.4% | +1.0% |
| 1Y | -0.6% | -16.4% | +15.8% | +3.2% |
| All | -14.9% | -6.9% | -8.0% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling