+804.0%
AON vs URA
-31.1%
+835.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -9.1% | +1.1% | -10.2% | -9.3% |
| 30D | -10.2% | +7.4% | -17.6% | -11.3% |
| 3M | +0.5% | -8.4% | +8.9% | +1.2% |
| 6M | -4.8% | -12.7% | +7.9% | -4.2% |
| YTD | -8.0% | +7.8% | -15.8% | -11.6% |
| 1Y | -13.1% | +19.5% | -32.5% | -19.0% |
| 3Y | -1.3% | +116.4% | -117.7% | -21.2% |
| 5Y | +14.9% | +134.3% | -119.4% | -13.7% |
| 10Y | +214.9% | +359.3% | -144.3% | +88.4% |
| All | +804.0% | -31.1% | +835.2% | +639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling