+8,590.7%
FIX vs AON
+1,424.0%
+7,166.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.3% |
| 7D | -7.2% | +0.7% | -8.0% | -7.8% |
| 30D | -35.1% | +23.1% | -58.2% | -39.7% |
| 3M | -34.3% | -6.0% | -28.2% | -33.8% |
| 6M | -42.9% | +7.9% | -50.8% | -45.9% |
| YTD | +19.5% | -4.1% | +23.6% | +16.4% |
| 1Y | +16.8% | -2.3% | +19.1% | +12.9% |
| 3Y | +506.7% | +3.4% | +503.3% | +464.5% |
| 5Y | +1,046.7% | +17.1% | +1,029.6% | +914.5% |
| 10Y | +3,800.0% | +230.6% | +3,569.4% | +2,316.8% |
| All | +8,590.7% | +1,424.0% | +7,166.7% | +3,239.4% |
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