-9.1%
NVTS vs AON
+1.5%
-10.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.4% |
| 7D | -1.4% | -6.3% | +4.9% | -1.1% |
| 30D | -16.5% | -14.1% | -2.4% | -15.8% |
| 3M | -47.6% | -9.5% | -38.2% | -48.0% |
| 6M | +7.3% | -4.0% | +11.3% | +4.6% |
| YTD | +62.9% | -13.8% | +76.7% | +63.0% |
| 1Y | +91.3% | -18.3% | +109.6% | +94.7% |
| 3Y | +43.4% | -7.2% | +50.6% | +29.1% |
| All | -9.1% | +1.5% | -10.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling