+66.5%
PPL vs AON
+231.2%
-164.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.0% | -2.4% | +1.4% | -0.1% |
| 30D | +3.0% | +22.8% | -19.8% | -4.9% |
| 3M | +1.1% | -5.3% | +6.5% | +2.7% |
| 6M | -0.8% | +8.4% | -9.1% | -4.9% |
| YTD | +3.5% | -3.9% | +7.4% | +3.4% |
| 1Y | -0.9% | -3.1% | +2.2% | -1.3% |
| 3Y | +54.2% | +3.0% | +51.2% | +47.3% |
| 5Y | +46.3% | +16.7% | +29.6% | +29.9% |
| All | +66.5% | +231.2% | -164.7% | +1.8% |
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