+228.2%
AON vs FN
+753.0%
-524.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.4% | -3.4% |
| 7D | +4.4% | 0.0% | +4.4% | +4.1% |
| 30D | +24.1% | -34.3% | +58.4% | +26.7% |
| 3M | -7.0% | -39.9% | +32.9% | -4.8% |
| 6M | +9.1% | -51.8% | +61.0% | +12.6% |
| YTD | -4.4% | -28.1% | +23.7% | -5.9% |
| 1Y | -0.8% | -29.1% | +28.3% | -2.6% |
| 3Y | +5.1% | +102.4% | -97.3% | -13.9% |
| 5Y | +20.4% | +171.7% | -151.3% | -8.8% |
| All | +228.2% | +753.0% | -524.8% | +109.1% |
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