+152.1%
AON vs NTR
+98.7%
+53.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | -5.9% | -2.5% | -3.4% | -5.5% |
| 30D | -13.7% | +17.0% | -30.7% | -16.3% |
| 3M | -8.3% | +22.2% | -30.5% | -11.9% |
| 6M | -3.6% | +5.2% | -8.8% | -5.3% |
| YTD | -12.4% | +29.7% | -42.0% | -17.8% |
| 1Y | -14.6% | +39.4% | -54.0% | -21.4% |
| 3Y | -5.7% | +38.2% | -43.9% | -14.3% |
| 5Y | +9.1% | +47.6% | -38.5% | -8.1% |
| All | +152.1% | +98.7% | +53.5% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling