+1,028.4%
AON vs FFIV
+7,518.9%
-6,490.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -9.1% | -1.0% | -8.1% | -9.1% |
| 30D | -10.2% | -5.1% | -5.2% | -10.0% |
| 3M | +0.5% | -4.5% | +4.9% | +0.7% |
| 6M | -4.8% | +36.5% | -41.3% | -7.5% |
| YTD | -8.0% | +53.0% | -61.0% | -11.5% |
| 1Y | -13.1% | +24.2% | -37.3% | -15.1% |
| 3Y | -1.3% | +137.2% | -138.5% | -8.9% |
| 5Y | +14.9% | +91.8% | -76.9% | +7.5% |
| 10Y | +214.9% | +215.2% | -0.3% | +181.8% |
| All | +1,028.4% | +7,518.9% | -6,490.5% | +713.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling