-5.6%
AON vs FND
-50.8%
+45.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -5.9% | -5.1% | -0.8% | -5.6% |
| 30D | -13.7% | -22.5% | +8.9% | -12.5% |
| 3M | -8.3% | -5.0% | -3.3% | -8.0% |
| 6M | -3.6% | -21.5% | +17.9% | -2.6% |
| YTD | -12.4% | -23.0% | +10.7% | -11.4% |
| 1Y | -14.6% | -44.9% | +30.2% | -12.3% |
| All | -5.6% | -50.8% | +45.2% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling