+202.6%
AON vs FDS
+66.9%
+135.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +3.1% |
| 7D | -5.9% | -16.0% | +10.1% | +0.1% |
| 30D | -13.7% | -6.7% | -6.9% | -11.8% |
| 3M | -8.3% | +6.0% | -14.2% | -11.1% |
| 6M | -3.6% | +25.1% | -28.7% | -13.0% |
| YTD | -12.4% | -8.1% | -4.2% | -11.8% |
| 1Y | -14.6% | -26.0% | +11.4% | -7.2% |
| 3Y | -5.7% | -36.4% | +30.7% | +7.3% |
| 5Y | +9.1% | -27.7% | +36.9% | +16.5% |
| All | +202.6% | +66.9% | +135.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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