+763.1%
PM vs AON
+910.9%
-147.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -4.9% | -9.1% | +4.2% | -2.1% |
| 30D | -3.4% | -10.2% | +6.9% | -0.1% |
| 3M | +5.2% | +0.5% | +4.7% | +4.8% |
| 6M | +3.7% | -4.8% | +8.5% | +4.8% |
| YTD | +15.8% | -8.0% | +23.8% | +17.8% |
| 1Y | +17.4% | -13.1% | +30.4% | +21.6% |
| 3Y | +116.9% | -1.3% | +118.2% | +112.3% |
| 5Y | +117.3% | +14.9% | +102.4% | +98.1% |
| 10Y | +193.8% | +214.9% | -21.2% | +81.2% |
| All | +763.1% | +910.9% | -147.8% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling