+378.1%
PSX vs AON
+204.8%
+173.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.0% |
| 7D | +1.7% | -6.3% | +8.0% | +4.2% |
| 30D | +15.6% | -14.1% | +29.7% | +22.1% |
| 3M | +46.5% | -9.5% | +55.9% | +50.9% |
| 6M | +55.0% | -4.0% | +59.0% | +55.3% |
| YTD | +105.3% | -13.8% | +119.1% | +114.1% |
| 1Y | +101.6% | -18.3% | +119.9% | +114.5% |
| 3Y | +134.1% | -7.2% | +141.3% | +131.7% |
| 5Y | +368.7% | +7.3% | +361.3% | +317.3% |
| All | +378.1% | +204.8% | +173.4% | +157.8% |
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