+284.0%
FITB vs AON
+204.8%
+79.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | -0.3% | -6.3% | +6.0% | +3.5% |
| 30D | -5.7% | -14.1% | +8.4% | +2.5% |
| 3M | +3.2% | -9.5% | +12.6% | +8.0% |
| 6M | +23.4% | -4.0% | +27.4% | +23.9% |
| YTD | +18.8% | -13.8% | +32.6% | +26.5% |
| 1Y | +25.0% | -18.3% | +43.3% | +37.3% |
| 3Y | +131.2% | -7.2% | +138.4% | +126.3% |
| 5Y | +70.7% | +7.3% | +63.3% | +45.5% |
| All | +284.0% | +204.8% | +79.3% | +72.9% |
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