+8.0%
AON vs FFIV
+100.0%
-92.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -4.3% |
| 7D | -7.9% | +3.5% | -11.4% | -8.6% |
| 30D | -14.6% | -1.3% | -13.3% | -14.6% |
| 3M | -7.9% | +2.4% | -10.3% | -9.0% |
| 6M | -8.0% | +41.8% | -49.8% | -16.4% |
| YTD | -13.2% | +58.5% | -71.7% | -23.7% |
| 1Y | -16.4% | +24.3% | -40.8% | -21.9% |
| 3Y | -6.7% | +152.0% | -158.7% | -31.4% |
| 5Y | +8.0% | +99.1% | -91.1% | -16.8% |
| All | +8.0% | +100.0% | -92.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling