+695.9%
PH vs AON
+233.0%
+462.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | +4.3% | +1.0% | +3.3% | +3.8% |
| 30D | +0.1% | +23.2% | -23.0% | -10.6% |
| 3M | -9.4% | -5.0% | -4.4% | -7.9% |
| 6M | +8.8% | +9.3% | -0.6% | +1.2% |
| YTD | +9.6% | -3.4% | +13.0% | +8.0% |
| 1Y | +14.4% | -2.9% | +17.3% | +12.2% |
| 3Y | +134.5% | +3.6% | +130.9% | +114.8% |
| 5Y | +204.4% | +16.9% | +187.6% | +151.6% |
| All | +695.9% | +233.0% | +462.9% | +219.5% |
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 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