+5,900.4%
NKE vs AON
+4,798.1%
+1,102.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.0% |
| 7D | -4.2% | -6.3% | +2.1% | -2.2% |
| 30D | -8.2% | -14.1% | +5.9% | -3.9% |
| 3M | -19.1% | -9.5% | -9.6% | -16.7% |
| 6M | -32.6% | -4.0% | -28.6% | -32.1% |
| YTD | -40.7% | -13.8% | -26.9% | -38.3% |
| 1Y | -48.9% | -18.3% | -30.6% | -46.0% |
| 3Y | -59.2% | -7.2% | -52.0% | -59.1% |
| 5Y | -75.3% | +7.3% | -82.7% | -76.4% |
| 10Y | -23.1% | +203.6% | -226.7% | -46.2% |
| All | +5,900.4% | +4,798.1% | +1,102.3% | +1,624.4% |
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