+7.3%
AON vs NSC
+42.7%
-35.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | -6.3% | -2.8% | -3.5% | -5.5% |
| 30D | -14.1% | -4.5% | -9.6% | -12.8% |
| 3M | -9.5% | +3.5% | -13.0% | -10.5% |
| 6M | -4.0% | +8.5% | -12.5% | -6.8% |
| YTD | -13.8% | +12.3% | -26.1% | -17.3% |
| 1Y | -18.3% | +18.9% | -37.2% | -23.1% |
| 3Y | -7.2% | +74.1% | -81.3% | -25.4% |
| All | +7.3% | +42.7% | -35.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling