+460.6%
AON vs ALM
+7,705.7%
-7,245.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -9.1% | -2.6% | -6.5% | -9.1% |
| 30D | -10.2% | +32.0% | -42.3% | -10.3% |
| 3M | +0.5% | -15.0% | +15.5% | +0.5% |
| 6M | -4.8% | -10.1% | +5.3% | -4.9% |
| YTD | -8.0% | +99.4% | -107.4% | -8.2% |
| 1Y | -13.1% | +316.4% | -329.4% | -13.4% |
| 3Y | -1.3% | +2,022.0% | -2,023.3% | -2.1% |
| 5Y | +14.9% | +941.2% | -926.3% | +14.0% |
| 10Y | +214.9% | +2,950.3% | -2,735.4% | +211.6% |
| All | +460.6% | +7,705.7% | -7,245.2% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling