-23.7%
FPS vs AON
-2.7%
-21.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +1.2% |
| 7D | +13.6% | +1.0% | +12.5% | +14.5% |
| 30D | -32.4% | +23.2% | -55.5% | -18.3% |
| 3M | -41.1% | -5.0% | -36.1% | -40.3% |
| 6M | -51.4% | +9.3% | -60.7% | -46.2% |
| All | -23.7% | -2.7% | -21.0% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling