+5.1%
AON vs FGI
+1.5%
+3.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | +4.4% | -7.0% | +11.3% | +4.4% |
| 30D | +24.1% | -4.2% | +28.3% | +24.1% |
| 3M | -7.0% | +55.6% | -62.6% | -6.9% |
| 6M | +9.1% | -3.2% | +12.3% | +9.1% |
| YTD | -4.4% | +29.1% | -33.5% | -4.1% |
| 1Y | -0.8% | +51.0% | -51.8% | -0.3% |
| 3Y | +5.1% | +1.5% | +3.6% | +8.4% |
| All | +5.1% | +1.5% | +3.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling