+9.1%
AON vs FTI
+1,109.5%
-1,100.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | -5.9% | -5.6% | -0.3% | -5.5% |
| 30D | -13.7% | +0.4% | -14.1% | -13.7% |
| 3M | -8.3% | +8.1% | -16.4% | -8.9% |
| 6M | -3.6% | +16.7% | -20.3% | -5.0% |
| YTD | -12.4% | +70.0% | -82.3% | -16.3% |
| 1Y | -14.6% | +85.4% | -100.1% | -19.2% |
| 3Y | -5.7% | +265.9% | -271.6% | -17.2% |
| 5Y | +9.1% | +1,072.7% | -1,063.6% | -16.9% |
| All | +9.1% | +1,109.5% | -1,100.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling