+230.4%
AON vs FN
+763.2%
-532.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | -3.2% | +20.8% | -24.0% | -4.2% |
| 30D | +21.7% | -17.3% | +39.0% | +22.6% |
| 3M | -5.1% | -38.1% | +33.0% | -3.0% |
| 6M | +5.9% | -44.2% | +50.1% | +8.3% |
| YTD | -4.8% | -22.3% | +17.5% | -6.8% |
| 1Y | -4.1% | -20.9% | +16.9% | -6.5% |
| 3Y | +2.0% | +111.1% | -109.0% | -16.4% |
| 5Y | +15.2% | +191.8% | -176.6% | -13.2% |
| All | +230.4% | +763.2% | -532.8% | +109.8% |
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