+51.9%
AON vs UPST
-0.4%
+52.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -3.4% |
| 7D | -7.9% | -8.1% | +0.2% | -7.7% |
| 30D | -14.6% | -14.3% | -0.3% | -14.3% |
| 3M | -7.9% | -16.6% | +8.7% | -7.5% |
| 6M | -8.0% | -7.3% | -0.7% | -8.1% |
| YTD | -13.2% | -40.8% | +27.6% | -12.3% |
| 1Y | -16.4% | -62.4% | +46.0% | -14.6% |
| 3Y | -6.7% | -15.3% | +8.7% | -9.0% |
| 5Y | +8.0% | -91.1% | +99.1% | +3.8% |
| All | +51.9% | -0.4% | +52.3% | +55.8% |
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