+7.3%
AON vs NTRS
+93.2%
-86.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.9% |
| 7D | -6.3% | +1.4% | -7.7% | -6.6% |
| 30D | -14.1% | -0.7% | -13.4% | -14.0% |
| 3M | -9.5% | +11.3% | -20.8% | -11.7% |
| 6M | -4.0% | +35.5% | -39.5% | -10.6% |
| YTD | -13.8% | +40.6% | -54.4% | -20.7% |
| 1Y | -18.3% | +49.2% | -67.5% | -26.0% |
| 3Y | -7.2% | +167.2% | -174.4% | -28.8% |
| All | +7.3% | +93.2% | -86.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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