+7.3%
AON vs NWSA
+40.0%
-32.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -6.3% | -2.8% | -3.5% | -5.5% |
| 30D | -14.1% | +3.0% | -17.1% | -14.8% |
| 3M | -9.5% | +12.3% | -21.8% | -12.5% |
| 6M | -4.0% | +21.9% | -25.9% | -9.4% |
| YTD | -13.8% | +13.6% | -27.4% | -17.2% |
| 1Y | -18.3% | +0.5% | -18.8% | -19.1% |
| 3Y | -7.2% | +43.8% | -50.9% | -17.8% |
| All | +7.3% | +40.0% | -32.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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