+732.2%
AON vs ULTA
+1,541.3%
-809.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.2% |
| 7D | -5.9% | -3.9% | -2.0% | -5.3% |
| 30D | -13.7% | -1.1% | -12.6% | -13.6% |
| 3M | -8.3% | +13.8% | -22.1% | -10.4% |
| 6M | -3.6% | -17.2% | +13.6% | -1.4% |
| YTD | -12.4% | -11.5% | -0.9% | -11.4% |
| 1Y | -14.6% | +3.9% | -18.6% | -16.2% |
| 3Y | -5.7% | +29.5% | -35.2% | -12.5% |
| 5Y | +9.1% | +42.9% | -33.8% | -1.6% |
| 10Y | +208.7% | +124.4% | +84.3% | +144.8% |
| All | +732.2% | +1,541.3% | -809.1% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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