+172.8%
AON vs FND
+56.5%
+116.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -6.3% | -5.8% | -0.6% | -5.5% |
| 30D | -14.1% | -20.2% | +6.1% | -11.2% |
| 3M | -9.5% | -12.0% | +2.5% | -8.1% |
| 6M | -4.0% | -18.5% | +14.5% | -2.0% |
| YTD | -13.8% | -22.3% | +8.5% | -11.7% |
| 1Y | -18.3% | -47.6% | +29.4% | -11.3% |
| 3Y | -7.2% | -49.8% | +42.6% | -1.9% |
| 5Y | +7.3% | -63.0% | +70.3% | +15.2% |
| All | +172.8% | +56.5% | +116.3% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling