+225.8%
AON vs FN
+772.0%
-546.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +0.4% |
| 7D | +1.9% | -4.1% | +5.9% | +1.9% |
| 30D | +23.3% | -28.3% | +51.6% | +25.2% |
| 3M | -5.5% | -33.9% | +28.3% | -3.9% |
| 6M | +8.0% | -43.9% | +52.0% | +10.4% |
| YTD | -4.0% | -23.4% | +19.5% | -5.8% |
| 1Y | -1.7% | -25.4% | +23.7% | -3.7% |
| 3Y | +2.9% | +107.9% | -105.0% | -15.4% |
| 5Y | +17.2% | +195.1% | -177.9% | -11.8% |
| 10Y | +225.8% | +794.1% | -568.3% | +107.8% |
| All | +225.8% | +772.0% | -546.2% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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