+1,187.8%
AON vs FTI
+2,117.5%
-929.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -11.9% | +12.3% | -24.2% | -13.5% |
| 3M | -2.9% | +13.8% | -16.6% | -5.1% |
| 6M | -6.8% | +24.3% | -31.1% | -10.5% |
| YTD | -10.1% | +75.8% | -85.8% | -18.3% |
| 1Y | -14.2% | +99.6% | -113.9% | -23.9% |
| 3Y | -3.3% | +278.4% | -281.7% | -24.2% |
| 5Y | +13.6% | +1,168.7% | -1,155.1% | -30.1% |
| 10Y | +209.2% | +297.5% | -88.4% | +109.2% |
| All | +1,187.8% | +2,117.5% | -929.7% | +457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling