+265.9%
UMC vs AON
+1,155.2%
-889.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +11.4% | -5.9% | +17.3% | +13.8% |
| 30D | +16.8% | -13.7% | +30.4% | +23.0% |
| 3M | +19.1% | -8.3% | +27.4% | +20.5% |
| 6M | +137.4% | -3.6% | +141.1% | +133.6% |
| YTD | +186.4% | -12.4% | +198.7% | +190.3% |
| 1Y | +229.1% | -14.6% | +243.7% | +235.9% |
| 3Y | +257.9% | -5.7% | +263.6% | +243.0% |
| 5Y | +137.5% | +9.1% | +128.4% | +112.2% |
| 10Y | +1,808.2% | +208.7% | +1,599.5% | +921.3% |
| All | +265.9% | +1,155.2% | -889.3% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling