+16.7%
AON vs ALB
-61.7%
+78.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -2.4% | +1.1% | -3.4% | -2.4% |
| 30D | +22.8% | -2.6% | +25.4% | +22.9% |
| 3M | -5.3% | -25.6% | +20.2% | -3.8% |
| 6M | +8.4% | -54.0% | +62.4% | +13.2% |
| YTD | -3.9% | -31.6% | +27.7% | -2.8% |
| 1Y | -3.1% | -6.6% | +3.5% | -4.4% |
| 3Y | +3.0% | -14.0% | +17.0% | -1.2% |
| 5Y | +16.7% | -62.5% | +79.2% | +22.9% |
| All | +16.7% | -61.7% | +78.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling