+488.5%
AON vs ALM
+3,551.9%
-3,063.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 6M | +9.3% | -57.9% | +67.3% | +9.5% |
| YTD | -3.4% | -6.7% | +3.3% | -3.5% |
| 1Y | -2.9% | +20.2% | -23.1% | -3.0% |
| 3Y | +3.6% | +879.4% | -875.8% | +2.9% |
| 5Y | +16.9% | +415.3% | -398.4% | +16.1% |
| 10Y | +234.4% | +2,100.8% | -1,866.4% | +231.1% |
| All | +488.5% | +3,551.9% | -3,063.4% | +477.1% |
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 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