+209.2%
AON vs ALLE
+148.2%
+60.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -3.2% | +2.8% | -6.0% | -4.2% |
| 30D | -11.9% | -7.6% | -4.2% | -9.4% |
| 3M | -2.9% | +22.8% | -25.6% | -10.1% |
| 6M | -6.8% | +4.6% | -11.4% | -8.9% |
| YTD | -10.1% | -1.2% | -8.9% | -10.7% |
| 1Y | -14.2% | -9.1% | -5.1% | -12.3% |
| 3Y | -3.3% | +50.0% | -53.2% | -20.4% |
| 5Y | +13.6% | +15.2% | -1.6% | +1.9% |
| 10Y | +209.2% | +151.1% | +58.1% | +98.2% |
| All | +209.2% | +148.2% | +60.9% | +98.2% |
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