-6.6%
AON vs URA
+116.4%
-123.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.6% |
| 7D | -7.9% | +5.7% | -13.6% | -7.6% |
| 30D | -14.6% | +5.6% | -20.2% | -14.4% |
| 3M | -7.9% | +6.2% | -14.1% | -7.4% |
| 6M | -8.0% | -8.2% | +0.2% | -7.9% |
| YTD | -13.2% | +9.7% | -22.9% | -13.3% |
| 1Y | -16.4% | +17.0% | -33.4% | -16.9% |
| All | -6.6% | +116.4% | -123.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling