+13.6%
AON vs FE
+48.2%
-34.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -11.9% | -2.1% | -9.7% | -11.2% |
| 3M | -2.9% | +2.6% | -5.5% | -3.9% |
| 6M | -6.8% | -6.8% | -0.1% | -4.5% |
| YTD | -10.1% | +6.9% | -16.9% | -12.8% |
| 1Y | -14.2% | +11.6% | -25.8% | -18.3% |
| 3Y | -3.3% | +47.7% | -51.0% | -19.5% |
| 5Y | +13.6% | +46.2% | -32.6% | -3.8% |
| All | +13.6% | +48.2% | -34.6% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling