-7.2%
AON vs FCEL
-62.7%
+55.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.6% |
| 7D | -6.3% | +6.3% | -12.6% | -6.2% |
| 30D | -14.1% | -26.7% | +12.6% | -14.4% |
| 3M | -9.5% | -10.2% | +0.7% | -9.5% |
| 6M | -4.0% | +123.5% | -127.5% | -3.6% |
| YTD | -13.8% | +117.4% | -131.2% | -13.5% |
| 1Y | -18.3% | +146.0% | -164.3% | -17.7% |
| 3Y | -7.2% | -61.9% | +54.7% | -7.6% |
| All | -7.2% | -62.7% | +55.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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