+16.7%
AON vs FFIV
+41.1%
-24.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -2.4% | -2.9% | +0.6% | -1.9% |
| 30D | +22.8% | -32.4% | +55.2% | +29.7% |
| 3M | -5.3% | -22.7% | +17.4% | -3.0% |
| 6M | +8.4% | -10.7% | +19.1% | +6.6% |
| YTD | -3.9% | +25.4% | -29.3% | -13.9% |
| 1Y | -3.1% | +34.2% | -37.3% | -14.8% |
| 3Y | +3.0% | +101.2% | -98.2% | -23.6% |
| 5Y | +16.7% | +42.0% | -25.3% | -6.4% |
| All | +16.7% | +41.1% | -24.5% | -6.4% |
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