-47.4%
NKE vs AON
-13.5%
-33.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.0% | -9.1% | +7.1% | +0.8% |
| 30D | -8.6% | -10.2% | +1.7% | -5.6% |
| 3M | -11.0% | +0.5% | -11.5% | -10.8% |
| 6M | -33.2% | -4.8% | -28.4% | -32.1% |
| YTD | -38.1% | -8.0% | -30.1% | -36.7% |
| 1Y | -47.4% | -13.1% | -34.3% | -45.3% |
| All | -47.4% | -13.5% | -33.8% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling