+17.1%
AON vs ALLE
+55.0%
-37.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +23.1% | +26.6% | -3.5% | +14.4% |
| 3M | -6.0% | +13.2% | -19.2% | -9.7% |
| 6M | +7.9% | +42.9% | -35.0% | -3.6% |
| YTD | -4.1% | +21.0% | -25.2% | -10.4% |
| 1Y | -2.3% | +15.2% | -17.5% | -7.3% |
| 3Y | +3.4% | +95.6% | -92.2% | -21.2% |
| 5Y | +17.1% | +53.4% | -36.3% | -2.3% |
| All | +17.1% | +55.0% | -37.9% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling