-32.5%
FIS vs AON
+6.7%
-39.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -5.7% |
| 7D | -3.5% | -3.2% | -0.3% | -2.1% |
| 30D | -19.4% | +21.7% | -41.1% | -29.2% |
| 3M | -31.6% | -5.1% | -26.4% | -29.8% |
| 6M | -32.5% | +5.9% | -38.4% | -36.6% |
| All | -32.5% | +6.7% | -39.3% | -36.6% |
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