+22.5%
F vs AON
-17.2%
+39.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -4.0% |
| 7D | -4.9% | -7.9% | +3.0% | -5.1% |
| 30D | -2.9% | -14.6% | +11.8% | -3.5% |
| 3M | -9.1% | -7.9% | -1.2% | -8.9% |
| 6M | +12.9% | -8.0% | +20.9% | +13.9% |
| YTD | +6.1% | -13.2% | +19.3% | +7.6% |
| 1Y | +22.5% | -16.4% | +38.9% | +28.5% |
| All | +22.5% | -17.2% | +39.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling