+17.1%
AON vs FE
+43.6%
-26.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.6% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +24.1% | +5.2% | +18.9% | +21.7% |
| 3M | -7.0% | 0.0% | -6.9% | -7.0% |
| 6M | +9.1% | +5.0% | +4.1% | +6.9% |
| YTD | -4.4% | +7.9% | -12.3% | -7.7% |
| 1Y | -0.8% | +6.3% | -7.1% | -3.6% |
| 3Y | +5.1% | +46.0% | -40.9% | -12.2% |
| All | +17.1% | +43.6% | -26.5% | -1.1% |
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