+99.1%
AON vs ALC
+24.0%
+75.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -9.1% | -2.1% | -7.0% | -8.5% |
| 30D | -10.2% | -0.1% | -10.1% | -10.3% |
| 3M | +0.5% | +5.9% | -5.4% | -1.5% |
| 6M | -4.8% | -15.9% | +11.1% | 0.0% |
| YTD | -8.0% | -10.1% | +2.1% | -5.6% |
| 1Y | -13.1% | -10.2% | -2.8% | -11.0% |
| 3Y | -1.3% | -13.6% | +12.3% | -0.1% |
| 5Y | +14.9% | -15.1% | +30.1% | +14.9% |
| All | +99.1% | +24.0% | +75.1% | +58.6% |
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