-51.4%
FPS vs AON
+8.4%
-59.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +1.6% |
| 7D | +13.6% | +1.0% | +12.5% | +14.8% |
| 30D | -32.4% | +23.2% | -55.5% | -13.0% |
| 3M | -41.1% | -5.0% | -36.1% | -41.3% |
| 6M | -51.4% | +9.3% | -60.7% | -39.4% |
| All | -51.4% | +8.4% | -59.8% | -39.4% |
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 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