+883.1%
AON vs FN
+3,620.5%
-2,737.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | -9.1% | -1.7% | -7.4% | -9.0% |
| 30D | -10.2% | -22.0% | +11.7% | -8.6% |
| 3M | +0.5% | -43.0% | +43.5% | +4.6% |
| 6M | -4.8% | -27.7% | +22.9% | -4.3% |
| YTD | -8.0% | -10.5% | +2.5% | -10.2% |
| 1Y | -13.1% | +12.5% | -25.6% | -18.0% |
| 3Y | -1.3% | +153.8% | -155.1% | -19.8% |
| 5Y | +14.9% | +288.0% | -273.1% | -14.3% |
| 10Y | +214.9% | +906.4% | -691.5% | +99.4% |
| All | +883.1% | +3,620.5% | -2,737.4% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling