+355.5%
AON vs ALLY
+124.8%
+230.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -9.1% | +3.7% | -12.8% | -9.8% |
| 30D | -10.2% | -2.3% | -8.0% | -9.8% |
| 3M | +0.5% | +3.8% | -3.3% | -0.6% |
| 6M | -4.8% | +9.7% | -14.5% | -7.3% |
| YTD | -8.0% | -1.4% | -6.6% | -8.3% |
| 1Y | -13.1% | +8.2% | -21.3% | -15.4% |
| 3Y | -1.3% | +66.5% | -67.8% | -15.7% |
| 5Y | +14.9% | +1.2% | +13.7% | +7.1% |
| 10Y | +214.9% | +191.4% | +23.5% | +104.0% |
| All | +355.5% | +124.8% | +230.6% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling