+13.6%
AON vs UPST
-90.2%
+103.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -2.1% |
| 7D | -3.2% | -1.5% | -1.7% | -3.2% |
| 30D | -11.9% | -13.2% | +1.4% | -11.4% |
| 3M | -2.9% | -13.0% | +10.1% | -2.5% |
| 6M | -6.8% | -2.9% | -3.9% | -7.1% |
| YTD | -10.1% | -38.3% | +28.2% | -8.9% |
| 1Y | -14.2% | -60.5% | +46.2% | -11.8% |
| 3Y | -3.3% | -11.7% | +8.5% | -7.4% |
| 5Y | +13.6% | -90.2% | +103.8% | +10.5% |
| All | +13.6% | -90.2% | +103.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling