-18.3%
AON vs ALB
+66.4%
-84.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.8% |
| 7D | -6.3% | -6.6% | +0.3% | -6.5% |
| 30D | -14.1% | -8.1% | -6.0% | -14.2% |
| 3M | -9.5% | -25.7% | +16.2% | -10.2% |
| 6M | -4.0% | -29.5% | +25.4% | -4.4% |
| YTD | -13.8% | -16.2% | +2.4% | -13.5% |
| 1Y | -18.3% | +59.2% | -77.5% | -14.3% |
| All | -18.3% | +66.4% | -84.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling