-9.4%
NVTS vs AON
+2.1%
-11.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -3.1% |
| 7D | +3.5% | -7.9% | +11.4% | +3.9% |
| 30D | -11.9% | -14.6% | +2.7% | -11.2% |
| 3M | -49.2% | -7.9% | -41.3% | -49.7% |
| 6M | +38.4% | -8.0% | +46.4% | +36.7% |
| YTD | +62.5% | -13.2% | +75.7% | +62.5% |
| 1Y | +101.4% | -16.4% | +117.8% | +103.6% |
| 3Y | +40.4% | -6.7% | +47.1% | +26.5% |
| All | -9.4% | +2.1% | -11.5% | -36.2% |
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