-4.4%
AON vs NVD
-99.1%
+94.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | -6.3% | +10.8% | -17.1% | -6.5% |
| 30D | -14.1% | +0.8% | -14.9% | -14.1% |
| 3M | -9.5% | -20.8% | +11.3% | -9.2% |
| 6M | -4.0% | -41.2% | +37.1% | -3.4% |
| YTD | -13.8% | -44.2% | +30.4% | -13.2% |
| 1Y | -18.3% | -54.2% | +35.9% | -17.7% |
| 3Y | -7.2% | -99.1% | +91.9% | -14.0% |
| All | -4.4% | -99.1% | +94.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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