+197.7%
AON vs UL
+66.7%
+131.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -6.3% | -3.4% | -2.9% | -5.3% |
| 30D | -14.1% | +0.5% | -14.6% | -14.2% |
| 3M | -9.5% | +7.2% | -16.7% | -11.4% |
| 6M | -4.0% | -3.1% | -1.0% | -3.4% |
| YTD | -13.8% | -2.7% | -11.1% | -13.5% |
| 1Y | -18.3% | -10.2% | -8.0% | -16.0% |
| 3Y | -7.2% | +20.3% | -27.4% | -13.2% |
| 5Y | +7.3% | +19.9% | -12.6% | -1.1% |
| All | +197.7% | +66.7% | +131.0% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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