+23,761.0%
PH vs AON
+5,128.2%
+18,632.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.1% | -9.1% | +6.0% | +0.2% |
| 30D | -3.2% | -10.2% | +7.0% | +0.4% |
| 3M | +10.6% | +0.5% | +10.1% | +9.4% |
| 6M | -2.1% | -4.8% | +2.7% | -1.6% |
| YTD | +10.2% | -8.0% | +18.2% | +11.7% |
| 1Y | +28.2% | -13.1% | +41.3% | +32.5% |
| 3Y | +134.9% | -1.3% | +136.2% | +128.7% |
| 5Y | +253.6% | +14.9% | +238.7% | +222.5% |
| 10Y | +804.7% | +214.9% | +589.8% | +480.0% |
| All | +23,761.0% | +5,128.2% | +18,632.8% | +6,405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling