-3.3%
AON vs ALC
-15.5%
+12.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | -3.2% | -3.7% | +0.4% | -2.5% |
| 30D | -11.9% | -3.7% | -8.1% | -11.2% |
| 3M | -2.9% | +4.6% | -7.4% | -3.7% |
| 6M | -6.8% | -14.6% | +7.8% | -4.5% |
| YTD | -10.1% | -11.9% | +1.8% | -8.4% |
| 1Y | -14.2% | -13.1% | -1.1% | -12.6% |
| 3Y | -3.3% | -15.0% | +11.7% | +1.2% |
| All | -3.3% | -15.5% | +12.3% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling