+2,298.0%
AON vs FDS
+10,480.1%
-8,182.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +1.0% | +1.5% | -0.4% | +0.7% |
| 30D | +23.2% | +14.8% | +8.4% | +19.0% |
| 3M | -5.0% | +16.3% | -21.3% | -8.9% |
| 6M | +9.3% | +66.2% | -56.9% | -4.6% |
| YTD | -3.4% | +16.2% | -19.6% | -8.7% |
| 1Y | -2.9% | +21.8% | -24.7% | -9.4% |
| 3Y | +3.6% | -23.9% | +27.5% | +7.6% |
| 5Y | +16.9% | -23.1% | +40.0% | +20.5% |
| 10Y | +234.4% | +128.7% | +105.7% | +163.2% |
| All | +2,298.0% | +10,480.1% | -8,182.1% | +880.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling