-1.3%
AON vs ALLE
+50.9%
-52.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -9.1% | -0.2% | -8.9% | -9.0% |
| 30D | -10.2% | -6.8% | -3.4% | -9.2% |
| 3M | +0.5% | +21.0% | -20.5% | -2.6% |
| 6M | -4.8% | +1.1% | -5.9% | -5.1% |
| YTD | -8.0% | -0.5% | -7.5% | -8.3% |
| 1Y | -13.1% | -7.3% | -5.8% | -12.3% |
| All | -1.3% | +50.9% | -52.2% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling