+16.3%
AON vs FN
+289.0%
-272.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.2% |
| 7D | -9.1% | -1.7% | -7.4% | -9.1% |
| 30D | -10.2% | -22.0% | +11.7% | -10.1% |
| 3M | +0.5% | -43.0% | +43.5% | +1.2% |
| 6M | -4.8% | -27.7% | +22.9% | -5.1% |
| YTD | -8.0% | -10.5% | +2.5% | -9.3% |
| 1Y | -13.1% | +12.5% | -25.6% | -15.8% |
| 3Y | -1.3% | +153.8% | -155.1% | -14.7% |
| All | +16.3% | +289.0% | -272.7% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling