-16.4%
AON vs ALLY
+4.3%
-20.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.4% |
| 7D | -7.9% | -1.9% | -6.0% | -7.7% |
| 30D | -14.6% | -4.5% | -10.2% | -14.3% |
| 3M | -7.9% | -2.8% | -5.1% | -7.8% |
| 6M | -8.0% | +10.3% | -18.3% | -9.6% |
| YTD | -13.2% | -5.7% | -7.5% | -13.1% |
| 1Y | -16.4% | +3.9% | -20.4% | -17.8% |
| All | -16.4% | +4.3% | -20.7% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling