+797.8%
PH vs AON
+204.8%
+593.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.6% |
| 7D | -1.3% | -6.3% | +5.0% | +2.1% |
| 30D | -11.0% | -14.1% | +3.1% | -4.0% |
| 3M | +5.5% | -9.5% | +15.0% | +9.6% |
| 6M | +1.5% | -4.0% | +5.5% | +1.2% |
| YTD | +8.8% | -13.8% | +22.6% | +14.5% |
| 1Y | +24.5% | -18.3% | +42.8% | +34.9% |
| 3Y | +141.2% | -7.2% | +148.4% | +135.7% |
| 5Y | +256.3% | +7.3% | +249.0% | +207.0% |
| All | +797.8% | +204.8% | +593.1% | +288.9% |
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