+160.1%
PM vs AON
+17.2%
+142.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -7.1% | -2.4% | -4.7% | -6.6% |
| 30D | -2.8% | +22.8% | -25.6% | -6.6% |
| 3M | +6.3% | -5.3% | +11.7% | +7.3% |
| 6M | +9.6% | +8.4% | +1.3% | +8.0% |
| YTD | +25.6% | -3.9% | +29.5% | +26.1% |
| 1Y | +29.7% | -3.1% | +32.8% | +29.9% |
| 3Y | +147.6% | +3.0% | +144.6% | +144.1% |
| 5Y | +160.1% | +16.7% | +143.4% | +152.3% |
| All | +160.1% | +17.2% | +142.9% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling