+197.7%
AON vs VFC
-69.1%
+266.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.0% | -2.3% |
| 7D | -6.3% | -1.4% | -4.9% | -6.1% |
| 30D | -14.1% | -9.0% | -5.1% | -13.0% |
| 3M | -9.5% | -24.2% | +14.7% | -6.4% |
| 6M | -4.0% | -18.5% | +14.5% | -2.1% |
| YTD | -13.8% | -25.9% | +12.1% | -11.2% |
| 1Y | -18.3% | -13.0% | -5.3% | -18.3% |
| 3Y | -7.2% | -20.3% | +13.1% | -13.6% |
| 5Y | +7.3% | -78.1% | +85.4% | +38.1% |
| All | +197.7% | -69.1% | +266.7% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling