+54.0%
PPL vs AON
+207.5%
-153.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | +1.8% | -3.2% | +5.0% | +3.0% |
| 30D | -1.1% | -11.9% | +10.8% | +3.5% |
| 3M | 0.0% | -2.9% | +2.9% | +0.4% |
| 6M | -7.6% | -6.8% | -0.8% | -6.0% |
| YTD | +1.7% | -10.1% | +11.8% | +4.5% |
| 1Y | +1.5% | -14.2% | +15.8% | +6.3% |
| 3Y | +55.3% | -3.3% | +58.5% | +52.2% |
| 5Y | +37.7% | +13.6% | +24.1% | +23.0% |
| 10Y | +54.0% | +209.2% | -155.2% | -8.4% |
| All | +54.0% | +207.5% | -153.5% | -8.4% |
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 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