+12,471.5%
FIX vs AON
+1,362.7%
+11,108.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +6.0% | -9.1% | +15.1% | +9.0% |
| 30D | -7.2% | -10.2% | +3.0% | -4.3% |
| 3M | -15.9% | +0.5% | -16.3% | -17.4% |
| 6M | +12.7% | -4.8% | +17.6% | +11.9% |
| YTD | +72.8% | -8.0% | +80.8% | +72.2% |
| 1Y | +122.9% | -13.1% | +136.0% | +125.6% |
| 3Y | +774.3% | -1.3% | +775.6% | +732.0% |
| 5Y | +2,049.5% | +14.9% | +2,034.6% | +1,827.7% |
| 10Y | +5,821.5% | +214.9% | +5,606.5% | +3,659.4% |
| All | +12,471.5% | +1,362.7% | +11,108.8% | +4,840.4% |
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 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