-18.3%
AON vs UMAC
+129.0%
-147.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | -6.3% | -3.4% | -2.9% | -6.4% |
| 30D | -14.1% | -15.1% | +1.0% | -14.3% |
| 3M | -9.5% | -10.8% | +1.3% | -9.0% |
| 6M | -4.0% | +15.7% | -19.7% | -1.8% |
| YTD | -13.8% | +80.1% | -93.9% | -11.0% |
| 1Y | -18.3% | +116.7% | -135.0% | -15.1% |
| All | -18.3% | +129.0% | -147.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling