+2,184.2%
AON vs FDS
+9,502.8%
-7,318.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | -9.1% | -1.9% | -7.2% | -8.7% |
| 30D | -10.2% | +9.0% | -19.3% | -12.3% |
| 3M | +0.5% | +18.9% | -18.4% | -4.2% |
| 6M | -4.8% | +35.1% | -40.0% | -12.7% |
| YTD | -8.0% | +5.5% | -13.5% | -10.7% |
| 1Y | -13.1% | -16.8% | +3.7% | -10.9% |
| 3Y | -1.3% | -28.1% | +26.8% | +4.2% |
| 5Y | +14.9% | -17.4% | +32.3% | +16.8% |
| 10Y | +214.9% | +85.4% | +129.5% | +160.7% |
| All | +2,184.2% | +9,502.8% | -7,318.6% | +859.3% |
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 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