-3.3%
AON vs FDS
-30.4%
+27.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.1% |
| 7D | -3.2% | -5.4% | +2.2% | -1.8% |
| 30D | -11.9% | +1.6% | -13.4% | -12.4% |
| 3M | -2.9% | +17.7% | -20.6% | -7.7% |
| 6M | -6.8% | +29.1% | -35.9% | -14.0% |
| YTD | -10.1% | +1.0% | -11.0% | -12.3% |
| 1Y | -14.2% | -21.6% | +7.4% | -10.2% |
| 3Y | -3.3% | -30.1% | +26.9% | +1.2% |
| All | -3.3% | -30.4% | +27.2% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling