-0.6%
AON vs NXT
+168.4%
-169.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | -5.9% | -2.6% | -3.3% | -6.0% |
| 30D | -13.7% | -22.4% | +8.8% | -14.4% |
| 3M | -8.3% | -27.3% | +19.1% | -9.2% |
| 6M | -3.6% | -28.5% | +24.8% | -4.6% |
| YTD | -12.4% | -6.6% | -5.7% | -13.0% |
| 1Y | -14.6% | +20.4% | -35.0% | -15.3% |
| 3Y | -5.7% | +90.9% | -96.6% | -7.2% |
| All | -0.6% | +168.4% | -169.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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