+5,503.8%
AON vs FICO
+78,963.7%
-73,459.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +7.3% | -0.3% | +7.6% | +7.4% |
| 30D | +26.0% | +1.7% | +24.3% | +25.4% |
| 3M | -4.1% | -35.2% | +31.1% | +0.4% |
| 6M | +10.0% | -33.7% | +43.7% | +14.3% |
| YTD | -1.7% | -58.2% | +56.5% | +8.2% |
| 1Y | +1.5% | -56.6% | +58.1% | +11.1% |
| 3Y | +8.9% | -24.0% | +32.9% | +8.4% |
| 5Y | +23.8% | +86.1% | -62.2% | +7.8% |
| 10Y | +248.9% | +522.8% | -273.9% | +159.8% |
| All | +5,503.8% | +78,963.7% | -73,459.9% | +2,845.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling