+219.6%
AON vs FTV
+89.3%
+130.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -11.9% | -8.3% | -3.5% | -9.0% |
| 3M | -2.9% | -7.4% | +4.5% | -0.3% |
| 6M | -6.8% | -1.2% | -5.6% | -6.8% |
| YTD | -10.1% | +2.7% | -12.8% | -11.9% |
| 1Y | -14.2% | +18.4% | -32.7% | -20.7% |
| 3Y | -3.3% | -2.0% | -1.2% | -5.8% |
| 5Y | +13.6% | +3.4% | +10.2% | +6.1% |
| 10Y | +209.2% | +78.5% | +130.7% | +115.9% |
| All | +219.6% | +89.3% | +130.2% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling