+1,350.7%
AON vs FE
+563.2%
+787.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.7% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | +24.1% | +5.2% | +18.9% | +22.3% |
| 3M | -7.0% | 0.0% | -6.9% | -6.9% |
| 6M | +9.1% | +5.0% | +4.1% | +7.5% |
| YTD | -4.4% | +7.9% | -12.3% | -6.8% |
| 1Y | -0.8% | +6.3% | -7.1% | -2.9% |
| 3Y | +5.1% | +46.0% | -40.9% | -7.1% |
| 5Y | +20.4% | +45.6% | -25.2% | +6.1% |
| 10Y | +239.2% | +109.3% | +129.9% | +159.2% |
| All | +1,350.7% | +563.2% | +787.5% | +520.1% |
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 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