+235.3%
AON vs FN
+700.1%
-464.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +1.8% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +23.2% | -16.5% | +39.7% | +23.9% |
| 3M | -5.0% | -42.1% | +37.1% | -2.6% |
| 6M | +9.3% | -52.9% | +62.2% | +13.1% |
| YTD | -3.4% | -28.0% | +24.6% | -5.0% |
| 1Y | -2.9% | -18.5% | +15.6% | -6.0% |
| 3Y | +3.6% | +93.9% | -90.2% | -14.6% |
| 5Y | +16.9% | +170.5% | -153.6% | -11.6% |
| All | +235.3% | +700.1% | -464.9% | +113.7% |
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