+479.7%
NEM vs AON
+4,830.5%
-4,350.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.6% |
| 7D | +3.1% | -7.9% | +11.0% | +3.8% |
| 30D | +10.0% | -14.6% | +24.6% | +11.4% |
| 3M | +30.9% | -7.9% | +38.8% | +31.5% |
| 6M | +10.5% | -8.0% | +18.5% | +10.9% |
| YTD | +29.7% | -13.2% | +43.0% | +30.6% |
| 1Y | +71.1% | -16.4% | +87.6% | +72.8% |
| 3Y | +252.1% | -6.7% | +258.8% | +251.1% |
| 5Y | +157.7% | +8.0% | +149.7% | +152.6% |
| 10Y | +319.4% | +205.6% | +113.7% | +276.3% |
| All | +479.7% | +4,830.5% | -4,350.7% | +425.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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