-3.1%
AON vs FN
-19.6%
+16.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | +0.7% |
| 7D | -2.4% | +8.0% | -10.4% | -1.3% |
| 30D | +22.8% | -19.1% | +41.9% | +21.0% |
| 3M | -5.3% | -29.8% | +24.5% | -7.3% |
| 6M | +8.4% | -43.2% | +51.6% | +5.1% |
| YTD | -3.9% | -18.9% | +15.0% | -3.6% |
| 1Y | -3.1% | -17.9% | +14.8% | -3.4% |
| All | -3.1% | -19.6% | +16.5% | -3.4% |
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