+7.3%
AON vs FWONK
+97.7%
-90.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -14.1% | -7.7% | -6.4% | -12.4% |
| 3M | -9.5% | +5.7% | -15.2% | -10.6% |
| 6M | -4.0% | +13.5% | -17.5% | -7.0% |
| YTD | -13.8% | -3.0% | -10.8% | -13.5% |
| 1Y | -18.3% | -6.4% | -11.9% | -17.4% |
| 3Y | -7.2% | +43.8% | -51.0% | -16.7% |
| All | +7.3% | +97.7% | -90.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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