+205.6%
AON vs ALK
-39.2%
+244.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -7.9% | -3.0% | -5.0% | -7.5% |
| 30D | -14.6% | -14.6% | 0.0% | -12.6% |
| 3M | -7.9% | -10.6% | +2.7% | -6.9% |
| 6M | -8.0% | -6.7% | -1.3% | -8.3% |
| YTD | -13.2% | -19.8% | +6.5% | -11.8% |
| 1Y | -16.4% | -35.2% | +18.8% | -12.2% |
| 3Y | -6.7% | +1.4% | -8.0% | -12.8% |
| 5Y | +8.0% | -30.7% | +38.7% | +6.4% |
| 10Y | +205.6% | -37.4% | +243.0% | +162.2% |
| All | +205.6% | -39.2% | +244.8% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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