+2,090.1%
PPL vs AON
+5,128.2%
-3,038.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.7% | -9.1% | +11.8% | +4.8% |
| 30D | +0.5% | -10.2% | +10.7% | +2.8% |
| 3M | +0.7% | +0.5% | +0.2% | +0.2% |
| 6M | -7.6% | -4.8% | -2.8% | -7.0% |
| YTD | +1.8% | -8.0% | +9.8% | +3.0% |
| 1Y | -0.8% | -13.1% | +12.3% | +1.7% |
| 3Y | +56.9% | -1.3% | +58.2% | +55.1% |
| 5Y | +39.5% | +14.9% | +24.6% | +32.5% |
| 10Y | +55.4% | +214.9% | -159.5% | +19.3% |
| All | +2,090.1% | +5,128.2% | -3,038.1% | +927.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling