+18.9%
NET vs AON
+11.7%
+7.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -0.7% |
| 7D | -16.4% | +9.4% | -25.8% | -13.1% |
| 30D | -25.8% | +27.0% | -52.9% | -19.0% |
| 3M | -11.5% | -3.1% | -8.4% | -8.3% |
| 6M | +18.9% | +10.0% | +8.9% | +18.1% |
| All | +18.9% | +11.7% | +7.2% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling