+267.2%
ALAB vs AON
+5.4%
+261.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -2.0% |
| 7D | +26.9% | -3.2% | +30.1% | +24.1% |
| 30D | -30.0% | +21.7% | -51.7% | -18.9% |
| 3M | -28.5% | -5.1% | -23.4% | -29.0% |
| 6M | +11.4% | +5.9% | +5.5% | +19.7% |
| YTD | +36.9% | -4.8% | +41.7% | +43.9% |
| 1Y | +44.4% | -4.1% | +48.4% | +52.1% |
| All | +267.2% | +5.4% | +261.8% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling