+202.6%
AON vs FFIV
+238.2%
-35.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -5.9% | +1.6% | -7.5% | -6.3% |
| 30D | -13.7% | -3.7% | -9.9% | -13.1% |
| 3M | -8.3% | +2.0% | -10.3% | -9.4% |
| 6M | -3.6% | +39.3% | -42.9% | -12.6% |
| YTD | -12.4% | +56.1% | -68.5% | -23.3% |
| 1Y | -14.6% | +22.0% | -36.6% | -20.5% |
| 3Y | -5.7% | +148.2% | -153.9% | -29.9% |
| 5Y | +9.1% | +96.3% | -87.2% | -14.9% |
| All | +202.6% | +238.2% | -35.5% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling