+0.9%
AON vs FFIV
+33.5%
-32.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.3% |
| 7D | +9.4% | -9.8% | +19.2% | +8.3% |
| 30D | +27.0% | -28.1% | +55.1% | +23.2% |
| 3M | -3.1% | -20.0% | +16.9% | -5.3% |
| 6M | +10.0% | -0.1% | +10.0% | +4.3% |
| YTD | -1.6% | +29.2% | -30.8% | -10.1% |
| 1Y | +0.9% | +36.6% | -35.7% | -8.1% |
| All | +0.9% | +33.5% | -32.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling