+16.7%
AON vs ALC
-10.6%
+27.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.7% |
| 7D | -2.4% | -6.3% | +3.9% | -0.5% |
| 30D | +22.8% | +12.6% | +10.2% | +18.7% |
| 3M | -5.3% | -3.8% | -1.5% | -4.4% |
| 6M | +8.4% | +16.8% | -8.5% | +3.6% |
| YTD | -3.9% | -7.6% | +3.7% | -2.5% |
| 1Y | -3.1% | -5.9% | +2.8% | -2.4% |
| 3Y | +3.0% | +0.6% | +2.4% | -1.7% |
| 5Y | +16.7% | -9.5% | +26.1% | +14.1% |
| All | +16.7% | -10.6% | +27.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling