-5.6%
AON vs FTI
+264.2%
-269.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.1% |
| 7D | -5.9% | -5.6% | -0.3% | -5.8% |
| 30D | -13.7% | +0.4% | -14.1% | -13.7% |
| 3M | -8.3% | +8.1% | -16.4% | -8.5% |
| 6M | -3.6% | +16.7% | -20.3% | -4.3% |
| YTD | -12.4% | +70.0% | -82.3% | -14.9% |
| 1Y | -14.6% | +85.4% | -100.1% | -17.7% |
| All | -5.6% | +264.2% | -269.8% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling