+17.1%
AON vs FICO
+81.4%
-64.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +4.4% | -0.9% | +5.3% | +4.5% |
| 30D | +24.1% | +3.3% | +20.8% | +23.0% |
| 3M | -7.0% | -31.7% | +24.8% | -2.0% |
| 6M | +9.1% | -34.0% | +43.1% | +15.0% |
| YTD | -4.4% | -58.3% | +53.9% | +9.0% |
| 1Y | -0.8% | -57.9% | +57.1% | +12.9% |
| 3Y | +5.1% | -24.1% | +29.2% | +0.5% |
| All | +17.1% | +81.4% | -64.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling