+123.4%
PM vs AON
-6.9%
+130.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.2% |
| 7D | -1.2% | -7.9% | +6.7% | +0.3% |
| 30D | -0.2% | -14.6% | +14.5% | +2.7% |
| 3M | +4.9% | -7.9% | +12.8% | +6.7% |
| 6M | +9.0% | -8.0% | +17.1% | +10.7% |
| YTD | +17.8% | -13.2% | +31.0% | +20.7% |
| 1Y | +16.8% | -16.4% | +33.2% | +20.4% |
| All | +123.4% | -6.9% | +130.3% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling