+9.1%
AON vs FND
-62.8%
+72.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -5.9% | -5.1% | -0.8% | -5.3% |
| 30D | -13.7% | -22.5% | +8.9% | -11.0% |
| 3M | -8.3% | -5.0% | -3.3% | -8.0% |
| 6M | -3.6% | -21.5% | +17.9% | -1.5% |
| YTD | -12.4% | -23.0% | +10.7% | -10.5% |
| 1Y | -14.6% | -44.9% | +30.2% | -9.1% |
| 3Y | -5.7% | -50.0% | +44.3% | -1.5% |
| 5Y | +9.1% | -63.3% | +72.5% | +15.9% |
| All | +9.1% | -62.8% | +72.0% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling