+68.1%
AON vs UPST
-21.5%
+89.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.4% | +0.4% |
| 7D | +1.9% | -4.5% | +6.4% | +2.0% |
| 30D | +23.3% | -15.3% | +38.6% | +23.8% |
| 3M | -5.5% | -32.4% | +26.9% | -4.6% |
| 6M | +8.0% | -29.5% | +37.6% | +8.9% |
| YTD | -4.0% | -53.3% | +49.4% | -2.4% |
| 1Y | -1.7% | -47.4% | +45.6% | -0.5% |
| 3Y | +2.9% | -2.2% | +5.1% | +0.1% |
| 5Y | +17.2% | -92.0% | +109.3% | +13.3% |
| All | +68.1% | -21.5% | +89.6% | +73.5% |
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