+69.1%
AON vs UPST
-24.8%
+93.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.7% | +1.4% |
| 7D | +1.0% | -10.6% | +11.7% | +1.4% |
| 30D | +23.2% | -14.0% | +37.2% | +23.6% |
| 3M | -5.0% | -36.8% | +31.8% | -3.9% |
| 6M | +9.3% | -27.5% | +36.9% | +10.1% |
| YTD | -3.4% | -55.3% | +51.9% | -1.7% |
| 1Y | -2.9% | -47.5% | +44.7% | -1.7% |
| 3Y | +3.6% | -10.4% | +14.1% | +1.0% |
| 5Y | +16.9% | -92.6% | +109.5% | +13.1% |
| All | +69.1% | -24.8% | +93.9% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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