-79.9%
FIG vs AON
-13.6%
-66.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.4% | +5.8% |
| 7D | -3.8% | -6.3% | +2.5% | 0.0% |
| 30D | -2.3% | -14.1% | +11.8% | +6.6% |
| 3M | +20.0% | -9.5% | +29.4% | +27.5% |
| 6M | -16.7% | -4.0% | -12.7% | -13.3% |
| YTD | -37.9% | -13.8% | -24.1% | -37.5% |
| 1Y | -58.5% | -18.3% | -40.3% | -61.3% |
| All | -79.9% | -13.6% | -66.3% | -78.4% |
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