+2,876.4%
FITB vs AON
+5,010.1%
-2,133.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.5% |
| 7D | +2.8% | -3.2% | +6.1% | +4.6% |
| 30D | -4.5% | -11.9% | +7.3% | +1.5% |
| 3M | +5.7% | -2.9% | +8.5% | +6.2% |
| 6M | +17.1% | -6.8% | +23.9% | +19.8% |
| YTD | +18.3% | -10.1% | +28.4% | +22.5% |
| 1Y | +23.9% | -14.2% | +38.1% | +31.1% |
| 3Y | +131.1% | -3.3% | +134.4% | +124.5% |
| 5Y | +71.1% | +13.6% | +57.5% | +50.6% |
| 10Y | +283.9% | +209.2% | +74.7% | +103.0% |
| All | +2,876.4% | +5,010.1% | -2,133.6% | +411.6% |
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