+225.8%
AON vs FE
+110.9%
+114.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +23.3% | +4.3% | +19.0% | +21.7% |
| 3M | -5.5% | +0.4% | -5.9% | -5.6% |
| 6M | +8.0% | +6.9% | +1.1% | +5.7% |
| YTD | -4.0% | +8.0% | -12.0% | -6.5% |
| 1Y | -1.7% | +4.8% | -6.6% | -3.5% |
| 3Y | +2.9% | +49.0% | -46.0% | -10.2% |
| 5Y | +17.2% | +46.2% | -29.0% | +2.6% |
| 10Y | +225.8% | +120.9% | +104.9% | +176.2% |
| All | +225.8% | +110.9% | +114.9% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling