+106.0%
AON vs ALC
+26.4%
+79.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -3.2% | -6.2% | +3.0% | -1.1% |
| 30D | +21.7% | +14.0% | +7.7% | +16.6% |
| 3M | -5.1% | -2.4% | -2.8% | -4.4% |
| 6M | +5.9% | +12.6% | -6.7% | +1.7% |
| YTD | -4.8% | -8.4% | +3.6% | -2.9% |
| 1Y | -4.1% | -9.1% | +5.1% | -2.0% |
| 3Y | +2.0% | -0.3% | +2.3% | -2.2% |
| 5Y | +15.2% | -9.9% | +25.1% | +12.9% |
| All | +106.0% | +26.4% | +79.7% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling