+4.6%
PEP vs AON
+13.2%
-8.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +0.7% | -11.9% | +12.5% | +3.8% |
| 3M | -0.5% | -2.9% | +2.3% | +0.1% |
| 6M | -11.3% | -6.8% | -4.5% | -10.0% |
| YTD | -0.6% | -10.1% | +9.5% | +1.6% |
| 1Y | +1.7% | -14.2% | +15.9% | +5.2% |
| 3Y | -12.5% | -3.3% | -9.2% | -13.1% |
| All | +4.6% | +13.2% | -8.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling