-2.9%
AON vs ALK
-10.2%
+7.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.5% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | +23.2% | +7.7% | +15.5% | +22.8% |
| 3M | -5.0% | -19.0% | +14.0% | -5.6% |
| 6M | +9.3% | -0.2% | +9.6% | +9.3% |
| YTD | -3.4% | -23.5% | +20.1% | -3.9% |
| 1Y | -2.9% | -9.1% | +6.2% | -3.0% |
| All | -2.9% | -10.2% | +7.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling