+137.3%
UMC vs AON
-10.4%
+147.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +1.0% |
| 7D | +13.6% | -7.9% | +21.5% | +6.4% |
| 30D | +20.8% | -14.6% | +35.4% | +6.0% |
| 3M | +16.1% | -7.9% | +24.0% | +12.7% |
| 6M | +137.3% | -8.0% | +145.3% | +130.4% |
| All | +137.3% | -10.4% | +147.7% | +130.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling