+5,347.7%
AON vs ALK
+770.6%
+4,577.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +4.4% | +9.0% | -4.7% | +2.8% |
| 30D | +24.1% | -1.6% | +25.7% | +24.3% |
| 3M | -7.0% | -23.2% | +16.2% | -3.0% |
| 6M | +9.1% | -3.9% | +13.0% | +8.6% |
| YTD | -4.4% | -22.6% | +18.2% | -2.4% |
| 1Y | -0.8% | -5.3% | +4.5% | -2.5% |
| 3Y | +5.1% | +18.6% | -13.4% | -4.3% |
| 5Y | +20.4% | -34.4% | +54.8% | +19.8% |
| 10Y | +239.2% | -40.8% | +280.0% | +218.3% |
| All | +5,347.7% | +770.6% | +4,577.2% | +2,381.7% |
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