+8.0%
AON vs FDS
-23.5%
+31.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.4% |
| 7D | -7.9% | -8.8% | +0.9% | -5.1% |
| 30D | -14.6% | -1.4% | -13.3% | -14.5% |
| 3M | -7.9% | +13.9% | -21.8% | -12.6% |
| 6M | -8.0% | +27.4% | -35.4% | -16.6% |
| YTD | -13.2% | -2.5% | -10.8% | -14.1% |
| 1Y | -16.4% | -23.8% | +7.4% | -9.3% |
| 3Y | -6.7% | -32.5% | +25.8% | +4.4% |
| 5Y | +8.0% | -23.2% | +31.2% | +17.2% |
| All | +8.0% | -23.5% | +31.5% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling