+232.6%
AON vs FICO
+544.1%
-311.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.4% | +4.0% | -6.3% | -3.2% |
| 30D | +22.8% | -1.5% | +24.3% | +22.9% |
| 3M | -5.3% | -29.8% | +24.5% | +0.3% |
| 6M | +8.4% | -33.3% | +41.6% | +15.4% |
| YTD | -3.9% | -56.9% | +53.0% | +12.7% |
| 1Y | -3.1% | -59.5% | +56.4% | +15.3% |
| 3Y | +3.0% | -26.9% | +29.9% | -0.7% |
| 5Y | +16.7% | +92.9% | -76.2% | -19.0% |
| 10Y | +232.6% | +539.5% | -306.9% | +53.2% |
| All | +232.6% | +544.1% | -311.5% | +53.2% |
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