+64.4%
PPL vs AON
+228.2%
-163.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | +4.2% | +23.1% | -18.9% | -3.9% |
| 3M | +1.5% | -6.0% | +7.6% | +3.4% |
| 6M | +1.0% | +7.9% | -6.8% | -2.9% |
| YTD | +4.4% | -4.1% | +8.5% | +4.4% |
| 1Y | +0.8% | -2.3% | +3.1% | 0.0% |
| 3Y | +56.5% | +3.4% | +53.0% | +49.1% |
| 5Y | +47.7% | +17.1% | +30.6% | +31.0% |
| 10Y | +64.4% | +230.6% | -166.1% | +2.2% |
| All | +64.4% | +228.2% | -163.8% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling