+128.1%
FIX vs AON
-17.2%
+145.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -4.7% |
| 7D | +3.5% | -7.9% | +11.4% | -2.9% |
| 30D | -3.5% | -14.6% | +11.1% | -14.4% |
| 3M | -11.8% | -7.9% | -3.9% | -15.0% |
| 6M | +17.8% | -8.0% | +25.8% | +14.7% |
| YTD | +73.3% | -13.2% | +86.5% | +62.5% |
| 1Y | +128.1% | -16.4% | +144.5% | +114.4% |
| All | +128.1% | -17.2% | +145.3% | +114.4% |
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