+69.0%
FITB vs AON
+7.9%
+61.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.7% |
| 7D | -0.4% | -7.9% | +7.5% | +2.7% |
| 30D | -5.1% | -14.6% | +9.5% | +0.3% |
| 3M | +3.5% | -7.9% | +11.4% | +6.0% |
| 6M | +17.2% | -8.0% | +25.2% | +19.7% |
| YTD | +17.6% | -13.2% | +30.9% | +22.6% |
| 1Y | +23.4% | -16.4% | +39.8% | +30.5% |
| 3Y | +129.7% | -6.7% | +136.4% | +128.2% |
| All | +69.0% | +7.9% | +61.1% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling