+4,845.0%
AON vs NSC
+5,636.1%
-791.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.1% |
| 7D | -7.9% | -2.0% | -5.9% | -7.3% |
| 30D | -14.6% | -3.2% | -11.5% | -13.8% |
| 3M | -7.9% | +3.9% | -11.8% | -9.0% |
| 6M | -8.0% | +7.8% | -15.8% | -10.3% |
| YTD | -13.2% | +13.4% | -26.6% | -16.8% |
| 1Y | -16.4% | +20.3% | -36.7% | -21.3% |
| 3Y | -6.7% | +76.1% | -82.7% | -22.8% |
| 5Y | +8.0% | +45.0% | -37.0% | -6.2% |
| 10Y | +205.6% | +335.7% | -130.1% | +87.6% |
| All | +4,845.0% | +5,636.1% | -791.1% | +1,121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling