+921.4%
AON vs FN
+2,887.5%
-1,966.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.4% | -3.7% |
| 7D | +4.4% | 0.0% | +4.4% | +4.0% |
| 30D | +24.1% | -34.3% | +58.4% | +27.9% |
| 3M | -7.0% | -39.9% | +32.9% | -3.8% |
| 6M | +9.1% | -51.8% | +61.0% | +14.0% |
| YTD | -4.4% | -28.1% | +23.7% | -5.7% |
| 1Y | -0.8% | -29.1% | +28.3% | -2.4% |
| 3Y | +5.1% | +102.4% | -97.3% | -13.5% |
| 5Y | +20.4% | +171.7% | -151.3% | -7.2% |
| 10Y | +239.2% | +773.5% | -534.3% | +115.4% |
| All | +921.4% | +2,887.5% | -1,966.1% | +438.0% |
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