-5.6%
AON vs FLR
+52.3%
-58.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.0% |
| 7D | -5.9% | -6.9% | +1.0% | -5.9% |
| 30D | -13.7% | +1.1% | -14.8% | -13.6% |
| 3M | -8.3% | +14.3% | -22.6% | -8.4% |
| 6M | -3.6% | +19.1% | -22.7% | -4.1% |
| YTD | -12.4% | +35.1% | -47.5% | -13.3% |
| 1Y | -14.6% | +29.5% | -44.1% | -15.5% |
| All | -5.6% | +52.3% | -58.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling