-8.0%
AON vs NVD
-49.3%
+41.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.7% |
| 7D | -7.9% | +0.5% | -8.4% | -8.0% |
| 30D | -14.6% | -9.3% | -5.4% | -14.0% |
| 3M | -7.9% | -22.1% | +14.2% | -6.1% |
| 6M | -8.0% | -45.8% | +37.8% | -3.2% |
| All | -8.0% | -49.3% | +41.3% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling