+225.8%
AON vs ALK
-39.7%
+265.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.9% | +12.9% | -11.1% | -0.1% |
| 30D | +23.3% | +5.5% | +17.8% | +22.1% |
| 3M | -5.5% | -12.1% | +6.6% | -4.0% |
| 6M | +8.0% | +1.7% | +6.3% | +6.5% |
| YTD | -4.0% | -17.4% | +13.4% | -3.1% |
| 1Y | -1.7% | -1.9% | +0.2% | -4.0% |
| 3Y | +2.9% | +21.2% | -18.3% | -7.2% |
| 5Y | +17.2% | -27.8% | +45.0% | +14.7% |
| 10Y | +225.8% | -41.0% | +266.8% | +190.6% |
| All | +225.8% | -39.7% | +265.5% | +190.6% |
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