+460.7%
AON vs NWSA
+123.2%
+337.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -3.2% | -2.6% | -0.6% | -2.5% |
| 30D | -11.9% | +4.6% | -16.4% | -13.0% |
| 3M | -2.9% | +10.2% | -13.1% | -5.6% |
| 6M | -6.8% | +21.6% | -28.5% | -12.0% |
| YTD | -10.1% | +14.6% | -24.7% | -13.8% |
| 1Y | -14.2% | +0.4% | -14.6% | -14.9% |
| 3Y | -3.3% | +45.0% | -48.2% | -14.4% |
| 5Y | +13.6% | +41.3% | -27.7% | -1.1% |
| 10Y | +209.2% | +142.8% | +66.4% | +116.2% |
| All | +460.7% | +123.2% | +337.5% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling