+38.4%
FAST vs AON
-2.6%
+41.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +4.2% | +1.0% | +3.1% | +4.1% |
| 30D | +6.7% | +23.2% | -16.5% | +5.5% |
| 3M | +8.0% | -5.0% | +13.1% | +8.8% |
| 6M | +27.4% | +9.3% | +18.1% | +28.2% |
| YTD | +40.5% | -3.4% | +43.9% | +44.7% |
| 1Y | +38.4% | -2.9% | +41.2% | +42.5% |
| All | +38.4% | -2.6% | +41.0% | +42.5% |
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