+184.6%
AON vs FND
+58.4%
+126.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.6% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -11.9% | -23.6% | +11.7% | -8.4% |
| 3M | -2.9% | +4.3% | -7.2% | -3.9% |
| 6M | -6.8% | -20.3% | +13.5% | -4.6% |
| YTD | -10.1% | -21.3% | +11.2% | -8.1% |
| 1Y | -14.2% | -45.4% | +31.1% | -7.5% |
| 3Y | -3.3% | -48.9% | +45.6% | +2.0% |
| 5Y | +13.6% | -61.0% | +74.6% | +20.8% |
| All | +184.6% | +58.4% | +126.2% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling