+148.0%
AON vs NTR
+97.9%
+50.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -14.1% | +16.8% | -30.9% | -16.7% |
| 3M | -9.5% | +20.7% | -30.2% | -12.9% |
| 6M | -4.0% | +0.5% | -4.5% | -4.7% |
| YTD | -13.8% | +29.2% | -43.0% | -19.1% |
| 1Y | -18.3% | +39.6% | -57.9% | -24.8% |
| 3Y | -7.2% | +37.9% | -45.1% | -15.6% |
| 5Y | +7.3% | +47.1% | -39.7% | -9.6% |
| All | +148.0% | +97.9% | +50.0% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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