+351.3%
FERG vs AON
+204.8%
+146.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -2.6% | -6.3% | +3.7% | -1.2% |
| 30D | -8.9% | -14.1% | +5.2% | -6.0% |
| 3M | -2.0% | -9.5% | +7.4% | -0.3% |
| 6M | -3.2% | -4.0% | +0.8% | -3.1% |
| YTD | +1.5% | -13.8% | +15.3% | +4.0% |
| 1Y | +0.5% | -18.3% | +18.8% | +4.1% |
| 3Y | +50.4% | -7.2% | +57.6% | +50.0% |
| 5Y | +68.7% | +7.3% | +61.3% | +61.7% |
| All | +351.3% | +204.8% | +146.6% | +244.0% |
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