-14.6%
AON vs FDS
-28.0%
+13.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +2.4% |
| 7D | -5.9% | -16.0% | +10.1% | -1.9% |
| 30D | -13.7% | -6.7% | -6.9% | -12.4% |
| 3M | -8.3% | +6.0% | -14.2% | -10.4% |
| 6M | -3.6% | +25.1% | -28.7% | -9.5% |
| YTD | -12.4% | -8.1% | -4.2% | -14.3% |
| 1Y | -14.6% | -26.0% | +11.4% | -13.2% |
| All | -14.6% | -28.0% | +13.3% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling