+13.6%
AON vs ALHC
-30.5%
+44.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.2% | -1.0% | -2.3% | -3.2% |
| 30D | -11.9% | -6.3% | -5.5% | -11.6% |
| 3M | -2.9% | -12.3% | +9.4% | -2.7% |
| 6M | -6.8% | -27.0% | +20.2% | -6.0% |
| YTD | -10.1% | -31.8% | +21.8% | -9.0% |
| 1Y | -14.2% | -17.0% | +2.8% | -14.3% |
| 3Y | -3.3% | +159.8% | -163.1% | -12.6% |
| 5Y | +13.6% | -25.1% | +38.7% | +3.9% |
| All | +13.6% | -30.5% | +44.1% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling