-2.5%
FERG vs AON
-10.4%
+7.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | -1.6% |
| 7D | +0.9% | -7.9% | +8.8% | +0.2% |
| 30D | -15.1% | -14.6% | -0.4% | -16.1% |
| 3M | -4.8% | -7.9% | +3.1% | -4.1% |
| 6M | -2.5% | -8.0% | +5.6% | -1.3% |
| All | -2.5% | -10.4% | +7.9% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling