+4,812.5%
AON vs NTRS
+7,800.3%
-2,987.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.0% |
| 7D | -6.3% | +1.4% | -7.7% | -6.7% |
| 30D | -14.1% | -0.7% | -13.4% | -14.0% |
| 3M | -9.5% | +11.3% | -20.8% | -12.8% |
| 6M | -4.0% | +35.5% | -39.5% | -13.6% |
| YTD | -13.8% | +40.6% | -54.4% | -23.6% |
| 1Y | -18.3% | +49.2% | -67.5% | -29.2% |
| 3Y | -7.2% | +167.2% | -174.4% | -35.4% |
| 5Y | +7.3% | +94.9% | -87.6% | -19.1% |
| 10Y | +203.6% | +259.5% | -55.9% | +76.2% |
| All | +4,812.5% | +7,800.3% | -2,987.8% | +1,025.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling