+40.3%
AON vs ALHC
-33.0%
+73.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | -5.9% | -5.8% | -0.1% | -5.6% |
| 30D | -13.7% | -3.3% | -10.3% | -13.5% |
| 3M | -8.3% | -37.9% | +29.7% | -6.3% |
| 6M | -3.6% | -29.5% | +25.9% | -2.7% |
| YTD | -12.4% | -35.4% | +23.0% | -11.1% |
| 1Y | -14.6% | -22.4% | +7.8% | -14.4% |
| 3Y | -5.7% | +146.3% | -152.0% | -13.4% |
| 5Y | +9.1% | -32.0% | +41.1% | +2.1% |
| All | +40.3% | -33.0% | +73.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling