+8.1%
FPS vs AON
-7.3%
+15.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.6% | +1.6% |
| 7D | +3.1% | -9.1% | +12.2% | -3.1% |
| 30D | -18.6% | -10.2% | -8.3% | -24.1% |
| 3M | -51.5% | +0.5% | -52.0% | -50.9% |
| 6M | -8.5% | -4.8% | -3.7% | -8.2% |
| All | +8.1% | -7.3% | +15.4% | +8.5% |
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