+315.4%
AON vs FIVN
+282.0%
+33.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.8% | -3.3% |
| 7D | -7.9% | -9.6% | +1.7% | -7.2% |
| 30D | -14.6% | -11.9% | -2.7% | -13.9% |
| 3M | -7.9% | +40.1% | -48.0% | -10.8% |
| 6M | -8.0% | +68.3% | -76.4% | -12.7% |
| YTD | -13.2% | +51.5% | -64.7% | -17.2% |
| 1Y | -16.4% | +15.1% | -31.6% | -18.7% |
| 3Y | -6.7% | -55.6% | +48.9% | -3.9% |
| 5Y | +8.0% | -82.4% | +90.5% | +17.2% |
| 10Y | +205.6% | +114.5% | +91.1% | +175.6% |
| All | +315.4% | +282.0% | +33.4% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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