+272.5%
PM vs AON
+233.0%
+39.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | -3.2% | +23.2% | -26.4% | -9.0% |
| 3M | +6.2% | -5.0% | +11.2% | +7.5% |
| 6M | +7.7% | +9.3% | -1.7% | +4.6% |
| YTD | +27.3% | -3.4% | +30.7% | +27.4% |
| 1Y | +32.8% | -2.9% | +35.7% | +32.7% |
| 3Y | +150.0% | +3.6% | +146.4% | +141.6% |
| 5Y | +164.2% | +16.9% | +147.4% | +141.5% |
| All | +272.5% | +233.0% | +39.5% | +133.9% |
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 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