+214.4%
AON vs FICO
+606.0%
-391.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +2.9% |
| 7D | -9.1% | -19.2% | +10.1% | -4.6% |
| 30D | -10.2% | -14.6% | +4.3% | -7.3% |
| 3M | +0.5% | -20.1% | +20.6% | +4.9% |
| 6M | -4.8% | -36.3% | +31.5% | +4.1% |
| YTD | -8.0% | -44.9% | +36.9% | +3.9% |
| 1Y | -13.1% | -38.6% | +25.6% | -5.4% |
| 3Y | -1.3% | +4.0% | -5.3% | -11.5% |
| 5Y | +14.9% | +99.5% | -84.6% | -18.2% |
| All | +214.4% | +606.0% | -391.6% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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