+230.4%
AON vs ALM
+1,942.8%
-1,712.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | -3.2% | -4.0% | +0.8% | -3.1% |
| 30D | +21.7% | -30.5% | +52.2% | +22.2% |
| 3M | -5.1% | -46.9% | +41.8% | -4.4% |
| 6M | +5.9% | -65.5% | +71.4% | +7.3% |
| YTD | -4.8% | -13.4% | +8.6% | -5.8% |
| 1Y | -4.1% | +9.8% | -13.8% | -5.7% |
| 3Y | +2.0% | +783.1% | -781.1% | -5.9% |
| 5Y | +15.2% | +378.3% | -363.1% | +6.8% |
| All | +230.4% | +1,942.8% | -1,712.4% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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