+23,639.3%
PH vs AON
+5,388.5%
+18,250.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +4.3% | +1.0% | +3.3% | +4.0% |
| 30D | +0.1% | +23.2% | -23.0% | -7.7% |
| 3M | -9.4% | -5.0% | -4.4% | -8.5% |
| 6M | +8.8% | +9.3% | -0.6% | +3.6% |
| YTD | +9.6% | -3.4% | +13.0% | +8.5% |
| 1Y | +14.4% | -2.9% | +17.3% | +12.9% |
| 3Y | +134.5% | +3.6% | +130.9% | +122.8% |
| 5Y | +204.4% | +16.9% | +187.6% | +174.8% |
| 10Y | +697.3% | +234.4% | +462.9% | +397.1% |
| All | +23,639.3% | +5,388.5% | +18,250.8% | +6,218.1% |
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