+32.8%
PM vs AON
-2.6%
+35.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | -3.2% | +23.2% | -26.4% | -7.0% |
| 3M | +6.2% | -5.0% | +11.2% | +7.4% |
| 6M | +7.7% | +9.3% | -1.7% | +7.6% |
| YTD | +27.3% | -3.4% | +30.7% | +31.1% |
| 1Y | +32.8% | -2.9% | +35.7% | +36.2% |
| All | +32.8% | -2.6% | +35.4% | +36.2% |
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