+5,143.6%
AON vs VFC
+845.1%
+4,298.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.7% |
| 7D | -9.1% | -1.6% | -7.5% | -8.8% |
| 30D | -10.2% | -11.6% | +1.4% | -8.0% |
| 3M | +0.5% | -18.1% | +18.6% | +3.9% |
| 6M | -4.8% | -27.4% | +22.5% | +0.2% |
| YTD | -8.0% | -24.8% | +16.8% | -4.2% |
| 1Y | -13.1% | -8.2% | -4.9% | -14.1% |
| 3Y | -1.3% | -29.1% | +27.8% | -7.5% |
| 5Y | +14.9% | -79.2% | +94.1% | +43.1% |
| 10Y | +214.9% | -68.1% | +283.0% | +232.2% |
| All | +5,143.6% | +845.1% | +4,298.5% | +2,339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling