+16.8%
AON vs ALM
+410.2%
-393.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.3% | +1.5% |
| 7D | +1.0% | +1.2% | -0.2% | +1.0% |
| 30D | +23.2% | -19.3% | +42.5% | +23.2% |
| 3M | -5.0% | -40.6% | +35.6% | -5.0% |
| 6M | +9.3% | -57.9% | +67.3% | +9.6% |
| YTD | -3.4% | -6.7% | +3.3% | -4.7% |
| 1Y | -2.9% | +20.2% | -23.1% | -4.7% |
| 3Y | +3.6% | +879.4% | -875.8% | -2.6% |
| All | +16.8% | +410.2% | -393.4% | +8.2% |
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