+38.9%
AON vs ALHC
-31.6%
+70.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.3% |
| 7D | -7.9% | -4.1% | -3.8% | -7.7% |
| 30D | -14.6% | -5.4% | -9.2% | -14.4% |
| 3M | -7.9% | -32.1% | +24.2% | -6.4% |
| 6M | -8.0% | -28.5% | +20.5% | -7.2% |
| YTD | -13.2% | -34.0% | +20.8% | -12.1% |
| 1Y | -16.4% | -20.9% | +4.5% | -16.2% |
| 3Y | -6.7% | +151.5% | -158.2% | -14.4% |
| 5Y | +8.0% | -28.8% | +36.9% | +0.9% |
| All | +38.9% | -31.6% | +70.5% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling