-2.9%
AON vs ALC
-6.0%
+3.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.4% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +23.2% | +16.0% | +7.1% | +18.2% |
| 3M | -5.0% | +0.8% | -5.8% | -5.8% |
| 6M | +9.3% | +16.8% | -7.5% | +5.0% |
| YTD | -3.4% | -5.5% | +2.1% | -4.5% |
| 1Y | -2.9% | -5.3% | +2.4% | -4.0% |
| All | -2.9% | -6.0% | +3.1% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling