+39.4%
PPL vs AON
+15.3%
+24.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.7% | -9.1% | +11.8% | +5.3% |
| 30D | +0.5% | -10.2% | +10.7% | +3.4% |
| 3M | +0.7% | +0.5% | +0.2% | 0.0% |
| 6M | -7.6% | -4.8% | -2.8% | -6.9% |
| YTD | +1.8% | -8.0% | +9.8% | +3.4% |
| 1Y | -0.8% | -13.1% | +12.3% | +2.6% |
| 3Y | +56.9% | -1.3% | +58.2% | +54.3% |
| All | +39.4% | +15.3% | +24.1% | +27.3% |
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 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