-6.6%
AON vs VFC
-27.2%
+20.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.4% |
| 7D | -7.9% | -2.3% | -5.6% | -7.8% |
| 30D | -14.6% | -13.4% | -1.3% | -14.1% |
| 3M | -7.9% | -23.7% | +15.8% | -7.0% |
| 6M | -8.0% | -24.5% | +16.4% | -7.1% |
| YTD | -13.2% | -27.8% | +14.6% | -12.3% |
| 1Y | -16.4% | -13.5% | -3.0% | -16.3% |
| All | -6.6% | -27.2% | +20.7% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling