+89.7%
AON vs ALC
+17.1%
+72.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.9% |
| 7D | -5.9% | -7.7% | +1.8% | -3.4% |
| 30D | -13.7% | -11.7% | -2.0% | -10.2% |
| 3M | -8.3% | +0.7% | -8.9% | -8.6% |
| 6M | -3.6% | -17.1% | +13.4% | +1.7% |
| YTD | -12.4% | -15.1% | +2.8% | -8.4% |
| 1Y | -14.6% | -14.1% | -0.5% | -11.4% |
| 3Y | -5.7% | -18.2% | +12.4% | -2.9% |
| 5Y | +9.1% | -19.2% | +28.3% | +10.8% |
| All | +89.7% | +17.1% | +72.6% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling