+181.9%
FANG vs AON
+204.8%
-22.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.6% |
| 7D | +2.9% | -6.3% | +9.2% | +6.0% |
| 30D | +2.6% | -14.1% | +16.7% | +9.5% |
| 3M | +7.6% | -9.5% | +17.1% | +11.1% |
| 6M | +17.3% | -4.0% | +21.3% | +16.8% |
| YTD | +38.7% | -13.8% | +52.5% | +45.0% |
| 1Y | +51.6% | -18.3% | +69.9% | +62.7% |
| 3Y | +50.0% | -7.2% | +57.1% | +45.6% |
| 5Y | +237.6% | +7.3% | +230.2% | +186.9% |
| All | +181.9% | +204.8% | -22.8% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling