-49.9%
FIX vs AON
+7.7%
-57.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.8% | +8.2% | +2.7% |
| 7D | -17.5% | +4.4% | -21.8% | -13.4% |
| 30D | -41.6% | +24.1% | -65.7% | -27.7% |
| 3M | -40.6% | -7.0% | -33.6% | -44.8% |
| All | -49.9% | +7.7% | -57.6% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling