-1.9%
AON vs FN
-20.4%
+18.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.9% | -11.6% | +1.5% |
| 7D | +0.7% | +16.3% | -15.6% | +2.7% |
| 30D | +23.1% | -24.7% | +47.8% | +20.4% |
| 3M | -6.0% | -34.9% | +28.9% | -8.8% |
| 6M | +7.9% | -41.1% | +49.0% | +4.9% |
| YTD | -4.1% | -19.6% | +15.5% | -3.8% |
| All | -1.9% | -20.4% | +18.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling