+210.9%
PM vs AON
+204.8%
+6.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.2% |
| 7D | +4.7% | -6.3% | +11.0% | +6.6% |
| 30D | +2.6% | -14.1% | +16.7% | +7.1% |
| 3M | +6.6% | -9.5% | +16.1% | +9.5% |
| 6M | +16.5% | -4.0% | +20.5% | +17.3% |
| YTD | +21.2% | -13.8% | +35.0% | +25.5% |
| 1Y | +17.9% | -18.3% | +36.2% | +24.1% |
| 3Y | +129.8% | -7.2% | +137.0% | +129.5% |
| 5Y | +133.0% | +7.3% | +125.7% | +117.6% |
| All | +210.9% | +204.8% | +6.2% | +97.7% |
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