+1,296.3%
AON vs FE
+561.4%
+734.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -9.1% | +1.9% | -11.0% | -9.6% |
| 30D | -10.2% | -1.2% | -9.1% | -10.0% |
| 3M | +0.5% | +3.5% | -3.0% | -0.6% |
| 6M | -4.8% | -6.1% | +1.2% | -3.2% |
| YTD | -8.0% | +7.6% | -15.6% | -10.3% |
| 1Y | -13.1% | +11.9% | -25.0% | -16.2% |
| 3Y | -1.3% | +48.4% | -49.7% | -13.3% |
| 5Y | +14.9% | +44.8% | -29.9% | +1.3% |
| 10Y | +214.9% | +115.9% | +99.0% | +138.2% |
| All | +1,296.3% | +561.4% | +734.9% | +497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling