+23.1%
PH vs AON
-15.2%
+38.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -3.1% | -5.9% | +2.8% | -3.3% |
| 30D | -11.8% | -13.7% | +1.9% | -12.2% |
| 3M | +6.9% | -8.3% | +15.2% | +7.1% |
| 6M | -1.3% | -3.6% | +2.4% | -0.9% |
| YTD | +7.0% | -12.4% | +19.3% | +7.1% |
| 1Y | +23.1% | -14.6% | +37.8% | +23.9% |
| All | +23.1% | -15.2% | +38.3% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling