+144.1%
UMC vs AON
+6.4%
+137.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.6% |
| 7D | +9.0% | -6.3% | +15.3% | +9.9% |
| 30D | +17.2% | -14.1% | +31.3% | +19.5% |
| 3M | +11.4% | -9.5% | +20.9% | +11.4% |
| 6M | +137.5% | -4.0% | +141.5% | +132.3% |
| YTD | +193.1% | -13.8% | +206.9% | +195.5% |
| 1Y | +240.3% | -18.3% | +258.6% | +249.7% |
| 3Y | +262.2% | -7.2% | +269.4% | +244.6% |
| All | +144.1% | +6.4% | +137.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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