+9.1%
AON vs FTV
-3.0%
+12.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.8% |
| 7D | -5.9% | -5.2% | -0.7% | -4.2% |
| 30D | -13.7% | -11.5% | -2.1% | -10.2% |
| 3M | -8.3% | -9.0% | +0.8% | -5.6% |
| 6M | -3.6% | -2.0% | -1.6% | -3.3% |
| YTD | -12.4% | -0.9% | -11.4% | -12.7% |
| 1Y | -14.6% | +14.8% | -29.5% | -19.5% |
| 3Y | -5.7% | -5.5% | -0.2% | -6.4% |
| 5Y | +9.1% | -1.9% | +11.0% | +0.5% |
| All | +9.1% | -3.0% | +12.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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