+0.9%
AON vs FRMI
-93.1%
+94.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -10.6% | +15.0% | +4.0% |
| 7D | +9.4% | -39.7% | +49.2% | +7.8% |
| 30D | +27.0% | -55.2% | +82.2% | +23.8% |
| 3M | -3.1% | -71.2% | +68.0% | -6.9% |
| 6M | +10.0% | -64.1% | +74.1% | +6.8% |
| YTD | -1.6% | -77.2% | +75.7% | -4.9% |
| 1Y | +0.9% | -93.2% | +94.0% | -4.4% |
| All | +0.9% | -93.1% | +94.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling