+205.6%
AON vs ALLY
+178.1%
+27.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.3% |
| 7D | -7.9% | -1.9% | -6.0% | -7.5% |
| 30D | -14.6% | -4.5% | -10.2% | -13.9% |
| 3M | -7.9% | -2.8% | -5.1% | -7.6% |
| 6M | -8.0% | +10.3% | -18.3% | -10.4% |
| YTD | -13.2% | -5.7% | -7.5% | -12.7% |
| 1Y | -16.4% | +3.9% | -20.4% | -17.9% |
| 3Y | -6.7% | +64.7% | -71.4% | -19.9% |
| 5Y | +8.0% | -2.6% | +10.6% | +1.8% |
| 10Y | +205.6% | +186.0% | +19.6% | +109.7% |
| All | +205.6% | +178.1% | +27.5% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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