+230.6%
AON vs ALLE
+233.6%
-3.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +23.1% | +26.6% | -3.5% | +13.1% |
| 3M | -6.0% | +13.2% | -19.2% | -10.2% |
| 6M | +7.9% | +42.9% | -35.0% | -5.5% |
| YTD | -4.1% | +21.0% | -25.2% | -11.5% |
| 1Y | -2.3% | +15.2% | -17.5% | -8.3% |
| 3Y | +3.4% | +95.6% | -92.2% | -22.7% |
| 5Y | +17.1% | +53.4% | -36.3% | -5.4% |
| 10Y | +230.6% | +221.5% | +9.1% | +99.6% |
| All | +230.6% | +233.6% | -3.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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