-22.6%
FPS vs AON
-0.9%
-21.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.4% | -21.7% | -13.3% |
| 7D | -23.3% | +9.4% | -32.8% | -16.3% |
| 30D | -42.4% | +27.0% | -69.4% | -28.6% |
| 3M | -43.0% | -3.1% | -39.9% | -41.2% |
| 6M | -44.5% | +10.0% | -54.5% | -37.7% |
| All | -22.6% | -0.9% | -21.7% | -14.6% |
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