+235.3%
AON vs FE
+126.1%
+109.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.0% | +1.2% | -0.2% | +0.7% |
| 30D | +23.2% | +4.5% | +18.6% | +21.5% |
| 3M | -5.0% | +1.3% | -6.4% | -5.4% |
| 6M | +9.3% | +8.7% | +0.7% | +6.4% |
| YTD | -3.4% | +9.2% | -12.6% | -6.3% |
| 1Y | -2.9% | +7.0% | -9.8% | -5.2% |
| 3Y | +3.6% | +51.4% | -47.7% | -10.0% |
| 5Y | +16.9% | +47.7% | -30.8% | +2.0% |
| All | +235.3% | +126.1% | +109.2% | +183.6% |
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