+14.4%
FIX vs AON
+2.1%
+12.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.4% | -19.5% | -11.5% |
| 7D | -18.9% | +9.4% | -28.4% | -12.2% |
| 30D | -36.3% | +27.0% | -63.3% | -22.3% |
| 3M | -38.5% | -3.1% | -35.4% | -38.9% |
| 6M | -42.3% | +10.0% | -52.2% | -35.5% |
| YTD | +17.1% | -1.6% | +18.7% | +22.1% |
| 1Y | +14.4% | +0.9% | +13.5% | +20.5% |
| All | +14.4% | +2.1% | +12.3% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling