+8.0%
AON vs ALM
+958.0%
-950.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.5% |
| 7D | -7.9% | +3.6% | -11.5% | -7.9% |
| 30D | -14.6% | +33.8% | -48.4% | -14.7% |
| 3M | -7.9% | +14.8% | -22.7% | -7.9% |
| 6M | -8.0% | -7.0% | -1.1% | -8.0% |
| YTD | -13.2% | +108.1% | -121.3% | -14.5% |
| 1Y | -16.4% | +313.8% | -330.2% | -18.8% |
| 3Y | -6.7% | +2,227.6% | -2,234.3% | -13.3% |
| 5Y | +8.0% | +956.6% | -948.6% | +0.1% |
| All | +8.0% | +958.0% | -950.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling