+128.7%
PM vs AON
+9.3%
+119.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.2% |
| 7D | -1.2% | -7.9% | +6.7% | +0.4% |
| 30D | -0.2% | -14.6% | +14.5% | +2.9% |
| 3M | +4.9% | -7.9% | +12.8% | +6.6% |
| 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% | +20.5% |
| 3Y | +125.4% | -6.7% | +132.1% | +126.4% |
| 5Y | +128.7% | +8.0% | +120.7% | +121.4% |
| All | +128.7% | +9.3% | +119.4% | +121.4% |
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