+5,143.6%
AON vs ALK
+839.9%
+4,303.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -9.1% | -0.7% | -8.4% | -9.0% |
| 30D | -10.2% | -19.2% | +9.0% | -7.0% |
| 3M | +0.5% | -1.5% | +2.0% | +0.1% |
| 6M | -4.8% | -13.1% | +8.2% | -4.1% |
| YTD | -8.0% | -16.4% | +8.4% | -7.1% |
| 1Y | -13.1% | -33.1% | +20.0% | -9.2% |
| 3Y | -1.3% | +0.6% | -1.9% | -7.3% |
| 5Y | +14.9% | -26.4% | +41.3% | +12.0% |
| 10Y | +214.9% | -34.2% | +249.1% | +190.5% |
| All | +5,143.6% | +839.9% | +4,303.8% | +2,262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling