+3,764.0%
AON vs ALB
+2,112.1%
+1,651.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | -3.2% | -3.6% | +0.4% | -2.6% |
| 30D | +21.7% | -2.9% | +24.5% | +22.1% |
| 3M | -5.1% | -25.8% | +20.7% | -0.3% |
| 6M | +5.9% | -53.6% | +59.5% | +20.3% |
| YTD | -4.8% | -32.4% | +27.6% | -0.8% |
| 1Y | -4.1% | -13.0% | +9.0% | -5.0% |
| 3Y | +2.0% | -15.0% | +17.0% | -6.4% |
| 5Y | +15.2% | -63.5% | +78.7% | +21.1% |
| 10Y | +229.5% | +34.7% | +194.8% | +133.3% |
| All | +3,764.0% | +2,112.1% | +1,651.9% | +1,329.9% |
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 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