+1,335.0%
FERG vs AON
+893.6%
+441.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.6% |
| 7D | +3.4% | -3.2% | +6.6% | +3.9% |
| 30D | -11.5% | -11.9% | +0.4% | -9.8% |
| 3M | +1.3% | -2.9% | +4.1% | +1.4% |
| 6M | -1.0% | -6.8% | +5.9% | -0.3% |
| YTD | +3.2% | -10.1% | +13.3% | +4.4% |
| 1Y | -3.0% | -14.2% | +11.3% | -1.1% |
| 3Y | +55.0% | -3.3% | +58.3% | +54.0% |
| 5Y | +72.6% | +13.6% | +59.0% | +66.8% |
| 10Y | +358.9% | +209.2% | +149.8% | +303.7% |
| All | +1,335.0% | +893.6% | +441.4% | +1,063.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling