+37.5%
NVTS vs AON
-5.9%
+43.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -3.3% |
| 7D | +0.5% | -5.9% | +6.3% | -2.7% |
| 30D | -18.0% | -13.7% | -4.4% | -23.9% |
| 3M | -45.6% | -8.3% | -37.3% | -47.1% |
| 6M | +28.5% | -3.6% | +32.1% | +28.0% |
| YTD | +56.2% | -12.4% | +68.5% | +52.2% |
| 1Y | +97.7% | -14.6% | +112.3% | +91.8% |
| All | +37.5% | -5.9% | +43.4% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling