+197.7%
AON vs FTI
+305.3%
-107.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -6.3% | -4.4% | -1.9% | -5.8% |
| 30D | -14.1% | +1.5% | -15.6% | -14.3% |
| 3M | -9.5% | +8.2% | -17.7% | -10.6% |
| 6M | -4.0% | +18.8% | -22.8% | -6.4% |
| YTD | -13.8% | +71.7% | -85.5% | -19.9% |
| 1Y | -18.3% | +90.0% | -108.3% | -25.1% |
| 3Y | -7.2% | +270.5% | -277.7% | -23.4% |
| 5Y | +7.3% | +1,084.5% | -1,077.2% | -27.0% |
| All | +197.7% | +305.3% | -107.6% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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