+47.1%
PPL vs AON
+17.1%
+30.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | +2.6% | +23.2% | -20.5% | -3.5% |
| 3M | +0.8% | -5.0% | +5.8% | +2.0% |
| 6M | +1.4% | +9.3% | -7.9% | -2.1% |
| YTD | +4.3% | -3.4% | +7.7% | +4.3% |
| 1Y | +0.8% | -2.9% | +3.6% | +0.5% |
| 3Y | +57.9% | +3.6% | +54.3% | +52.7% |
| All | +47.1% | +17.1% | +30.0% | +35.0% |
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