+3,634.8%
AON vs ALB
+2,835.3%
+799.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.4% |
| 7D | -9.1% | -8.1% | -1.0% | -7.7% |
| 30D | -10.2% | +6.3% | -16.5% | -11.3% |
| 3M | +0.5% | -23.6% | +24.1% | +4.8% |
| 6M | -4.8% | -24.6% | +19.8% | -1.4% |
| YTD | -8.0% | -10.3% | +2.3% | -8.6% |
| 1Y | -13.1% | +61.5% | -74.5% | -23.9% |
| 3Y | -1.3% | -34.0% | +32.7% | -3.5% |
| 5Y | +14.9% | -44.6% | +59.5% | +11.4% |
| 10Y | +214.9% | +76.1% | +138.8% | +113.1% |
| All | +3,634.8% | +2,835.3% | +799.5% | +1,217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling