+376.5%
FIS vs AON
+1,213.8%
-837.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +1.1% | -9.1% | +10.2% | +4.9% |
| 30D | -2.2% | -10.2% | +8.0% | +2.1% |
| 3M | +2.1% | +0.5% | +1.6% | +1.8% |
| 6M | -14.7% | -4.8% | -9.8% | -13.0% |
| YTD | -35.7% | -8.0% | -27.7% | -33.7% |
| 1Y | -37.1% | -13.1% | -24.0% | -33.7% |
| 3Y | -20.0% | -1.3% | -18.7% | -21.1% |
| 5Y | -62.1% | +14.9% | -77.0% | -65.1% |
| 10Y | -37.4% | +214.9% | -252.3% | -61.2% |
| All | +376.5% | +1,213.8% | -837.3% | +73.6% |
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 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