+46.9%
PM vs AON
+2.1%
+44.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.7% |
| 7D | +4.3% | +9.4% | -5.2% | +2.4% |
| 30D | +11.5% | +27.0% | -15.5% | +6.3% |
| 3M | +13.0% | -3.1% | +16.2% | +13.8% |
| 6M | +25.9% | +10.0% | +15.9% | +25.3% |
| YTD | +34.0% | -1.6% | +35.6% | +37.4% |
| 1Y | +46.9% | +0.9% | +46.0% | +48.0% |
| All | +46.9% | +2.1% | +44.8% | +48.0% |
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