+7.3%
AON vs NTRA
+172.0%
-164.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.7% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -14.1% | +4.1% | -18.2% | -14.3% |
| 3M | -9.5% | +50.0% | -59.5% | -11.8% |
| 6M | -4.0% | +67.3% | -71.3% | -7.3% |
| YTD | -13.8% | +43.6% | -57.4% | -16.1% |
| 1Y | -18.3% | +89.2% | -107.5% | -22.0% |
| 3Y | -7.2% | +502.5% | -509.7% | -19.4% |
| All | +7.3% | +172.0% | -164.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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