-24.0%
NKE vs AON
+204.8%
-228.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.3% |
| 7D | -4.2% | -6.3% | +2.1% | -1.3% |
| 30D | -8.2% | -14.1% | +5.9% | -1.8% |
| 3M | -19.1% | -9.5% | -9.6% | -15.6% |
| 6M | -32.6% | -4.0% | -28.6% | -31.9% |
| YTD | -40.7% | -13.8% | -26.9% | -37.2% |
| 1Y | -48.9% | -18.3% | -30.6% | -44.5% |
| 3Y | -59.2% | -7.2% | -52.0% | -59.5% |
| 5Y | -75.3% | +7.3% | -82.7% | -77.7% |
| All | -24.0% | +204.8% | -228.8% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling