-47.5%
FPS vs AON
+8.0%
-55.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.3% | +15.7% | +16.4% |
| 7D | -8.0% | +0.7% | -8.7% | -5.9% |
| 30D | -43.5% | +23.1% | -66.6% | -27.1% |
| 3M | -41.6% | -6.0% | -35.6% | -42.6% |
| All | -47.5% | +8.0% | -55.5% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling