+13.6%
AON vs ALK
-28.9%
+42.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -11.9% | -18.5% | +6.6% | -10.0% |
| 3M | -2.9% | -3.6% | +0.7% | -3.0% |
| 6M | -6.8% | -3.7% | -3.1% | -7.4% |
| YTD | -10.1% | -19.0% | +8.9% | -9.0% |
| 1Y | -14.2% | -36.0% | +21.8% | -10.5% |
| 3Y | -3.3% | +2.3% | -5.6% | -9.0% |
| 5Y | +13.6% | -27.8% | +41.4% | +10.5% |
| All | +13.6% | -28.9% | +42.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling