+63.3%
PYPL vs AON
+282.1%
-218.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.9% |
| 7D | +0.1% | +1.0% | -1.0% | -0.5% |
| 30D | +5.7% | +23.2% | -17.5% | -6.0% |
| 3M | -1.9% | -5.0% | +3.1% | +0.1% |
| 6M | +31.8% | +9.3% | +22.5% | +23.6% |
| YTD | +2.4% | -3.4% | +5.8% | +2.3% |
| 1Y | -8.2% | -2.9% | -5.4% | -8.8% |
| 3Y | +10.2% | +3.6% | +6.6% | +3.0% |
| 5Y | -71.2% | +16.9% | -88.1% | -75.2% |
| 10Y | +49.6% | +234.4% | -184.8% | -34.7% |
| All | +63.3% | +282.1% | -218.8% | -33.8% |
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 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